Bayesian Analysis of Spatial Panel Autoregressive Models With Time-Varying Endogenous Spatial Weight Matrices, Common Factors, and Random Coefficients

Journal of Business and Economic Statistics

Volumn 34, Issue 4, 2016, Pages 642-660

  Han, Xiaoyi ^a   Lee, Lung Fei ^b  

^a XIAMEN UNIVERSITY   (China)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

Bayesian estimation; Common factors; Deviance Information Criterion; Random coefficients; Spatial dynamic panel model; Time varying endogenous spatial weight matrix

Indexed keywords

EID: 84987875823     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2016.1167058     Document Type: Article

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