Interpreting dynamic space-time panel data models
Mardi | 2010-11-16 B103 Nicolas DEBARSY (CERPE De Namur) – Cem ERTUR – James P. LeSAGE – libre There is a great deal of literature regarding the asymptotic properties ofvarious approaches to estimating simultaneous space-time panel models, butlittle attention has been paid to how the model estimates should be interpreted.The motivation for use of space-time panel models is that they canprovide us with information not available from cross-sectional spatial regressions.[8] show that cross-sectional simultaneous spatial autoregressivemodels can be viewed as […]