Debarsy, Nicolas; Ertur, Cem; Lesage, James P. - HAL - 2012
simultaneous space-time panel models, but little attention has been paid to how the model estimates should be interpreted. The … motivation for use of space-time panel models is that they can provide us with information not available from cross … as a limiting outcome of a dynamic space-time autoregressive process. A valuable aspect of dynamic space-time panel data …