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Bayesian analysis of spatial panel autoregressive models with time-varying endogenous spatial weight matrices, common factors, and random coefficients

Han, Xiaoyi; Lee, Lung-fei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 642-660

Persistent link: https://www.econbiz.de/10011692445

Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices : a reparameterized approach

Cai, Zhengzheng; Zhu, Yanli; Han, Xiaoyi - In: Economics letters 217 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013465499

Spatial modeling approach for dynamic network formation and interactions

Han, Xiaoyi; Hsieh, Chih-Sheng; Ko, Stanley Iat-Meng - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 120-135

Persistent link: https://www.econbiz.de/10012424503

Bayesian Analysis of Spatial Dynamic Panel Data Model with Convex Combinations of Different Spatial Weight Matrices : A Reparameterized Approach ⋆

Cai, Zhengzheng; Zhu, Yanli; Han, Xiaoyi - 2022

This paper brings forward a novel Bayesian estimation and model selection method for spatial dynamic panel data model with convex combinations of different spatial weight matrices. We reparameterize the model as a high order spatial panel model, and recover the importance weights by a...

Persistent link: https://www.econbiz.de/10014082308