期刊
INTERNATIONAL REGIONAL SCIENCE REVIEW
卷 37, 期 3, 页码 389-405出版社
SAGE PUBLICATIONS INC
DOI: 10.1177/0160017612452429
关键词
spatial panels; software; bias correction; marginal effects
Elhorst provides Matlab routines to estimate spatial panel data models at his website. This article extends these routines to include the bias correction procedure proposed by Lee and Yu if the spatial panel data model contains spatial and/or time-period fixed effects, the direct and indirect effects estimates of the explanatory variables proposed by LeSage and Pace, and a selection framework to determine which spatial panel data model best describes the data. To demonstrate these routines in an empirical setting, a demand model for cigarettes is estimated based on panel data from forty-six US states over the period 1963-1992.
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