This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated …

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 …

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

of health and unemployment. Along with negative binomial, Poisson panel regressions are a preferred method of analysis …, this result also applies to the commonly used Logit model of panel data with fixed effects. We develop a test for time …

with a sparse spatial autoregressive component for a cross-section data, and a spatial-temporal component for a panel data …