Bayesian analysis of spatial panel autoregressive models with time-varying endogenous spatial weight matrices, common factors, and random coefficients
Xiaoyi Han, Lung-Fei Lee
| Year of publication: |
October 2016
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| Authors: | Han, Xiaoyi ; Lee, Lung-fei |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 34.2016, 4, p. 642-660
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| Subject: | Bayesian estimation | Common factors | Deviance Information Criterion | Time-varying endogenous spatial weight matrix | Random coefficients | Spatial dynamic panel model | Panel | Panel study | Bayes-Statistik | Bayesian inference | Regionalökonomik | Regional economics | Schätzung | Estimation | Autokorrelation | Autocorrelation | Räumliche Interaktion | Spatial interaction | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2016.1167058 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011692445