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Spatial Panel Data Models

Published in Oxford University Press eBooks • May 5, 2015
NobleIDNI0P94W31R27S77
Authors:
Lung‐fei Lee
,
Jihai Yu

Abstract

This chapter deals with spatial panel data models. Spatial panel models allow for cross-section dependence in the panel. Various general tests for cross-section dependence are studied in this chapter, as well as tests for spatial dependence across the panel. Estimation and testing using a spatial er...

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