This study investigates the pattern of knowledge spillovers arising from patent activity between European regions. A Bayesian hierarchical model is developed that specifies region-specific latent effects parameters modeled using a connectivity structure between regions that can reflect...

We extend the literature on Bayesian model comparison for ordinary least-squares regression models to include spatial autoregressive and spatial error models. Our focus is on comparing models that consist of different matrices of explanatory variables. A Markov Chain Monte Carlo model...

We develop a general space–time filter applied to panel data models in order to control for heterogeneity as well as both time and spatial dependence. Treatment of initial period observations is analyzed when the number of time periods is small. A second issue relates to a restriction implied...

This study investigates the pattern of knowledge spillovers arising from patent activity between European regions. A Bayesian hierarchical model is developed that specifies region-specific latent effects parameters modeled using a connectivity structure between regions that can reflect...

A space-time filter structure is introduced that can be used to accommodate dependence across space and time in the error components of panel data models that contain random effects. This general specification encompasses several more specific space-time structures that have been used recently...

A space-time filter is set forth for spatial panel data situations that include random effects. We propose a general spatial dynamic specification that encompasses several spatiotemporal models previously used in the panel data literature. We apply the model to the case of highway induced travel...

A space-time filter structure is introduced that can be used to accommodate dependence across space and time in the error components of panel data models that contain random effects. This specification provides insights regarding several space-time structures that have been used recently in the...

A space-time filter is set forth for spatial panel data situations that include random effects. We propose a general spatial dynamic specification that encompasses several spatiotemporal models previously used in the panel data literature. We apply the model to the case of highway induced travel...