2015•Oxford University Press eBooksRequires access

Spatial Panel Econometrics

M. Hashem Pesaran

Abstract

This chapter reviews econometric methods for linear panel data models that exhibit spatial dependence. The discussion covers spatial weights and the spatial lag operator, spatial dependence in panels, estimation, dynamic panels with spatial dependence, heterogeneous panels, non-parametric approaches, and testing for spatial dependence. Exercises are provided at the end of the chapter.

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Key concepts: Spatial econometrics, Spatial dependence, Econometrics, Lag, Panel data, Parametric statistics, Spatial analysis, Spatial correlation