Keywords and phrases: spatial panel data, geographically weighted regression, profile least-squares estimation, temporal effects.
Received: October 4, 2023; Accepted: November 6, 2023; Published: December 6, 2023
How to cite this article: Yu Zhao, Jiahui Wang and Chuanhua Wei, A semiparametric panel data model with spatial-varying temporal effects, Far East Journal of Theoretical Statistics 68(1) (2024), 41-51. http://dx.doi.org/10.17654/0972086324003
This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License ![](/admin/tinymce_uploads/cc pic1.png) ![](/admin/tinymce_uploads/cc pic2.png)
How to cite this article: Yu Zhao, Jiahui Wang and Chuanhua Wei, A semiparametric panel data model with spatial-varying temporal effects, Far East Journal of Theoretical Statistics 68(1) (2024), 41-51. http://dx.doi.org/10.17654/0972086324003
This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License ![](/admin/tinymce_uploads/cc pic1.png) ![](/admin/tinymce_uploads/cc pic2.png)
References: [1] C. R. Ai and Y. Q. Zhang, Estimation of partially specified spatial panel data models with fixed-effects, Econometric Rev. 36 (2017), 6-22. [2] L. Anselin, J. Le Gallo and H. Jayet, Spatial panel econometrics, The Econometrics of Panel Data, Fundamentals and Recent Developments in Theory and Practice, L. Matyas and P. Sevestre, eds., 3rd ed., Berlin, Springer-Verlag, 2008, pp. 627-662. [3] Y. Bai, J. H. Hu and J. H. You, Panel data partially linear varying-coefficient model with both spatially and time-wise correlated errors, Statist. Sinica 35 (2015), 275-294. [4] C. Brunsdon, A. S. Fotheringham and M. Charlton, Geographically weighted regression: a method for exploring spatial nonstationarity, Geographical Analysis 28 (1996), 281-298. [5] J. P. Elhorst, Specification and estimation of spatial panel data models, International Regional Science Review 26 (2003), 223-243. [6] J. P. Elhorst, Spatial Econometrics: From Cross-sectional Data to Spatial Panels, Springer, 2014. [7] A. S. Fotheringham, C. Brunsdon and M. Charlton, Geographically Weighted Regression the Analysis of Spatial Varying Relationships, Wiley, West Sussex, 2002. [8] J. H. Hu, F. X. Liu and J. H. You, Panel data partially linear model with fixed effects spatial autoregressive error components and unspecified inter temporal correlation, J. Multivariate Anal. 130 (2014), 64-89. [9] J. A. Rice and B. W. Silverman, Estimating the mean and covariance structure nonparametrically when the data are curves, Journal of the Royal Statistical Society, Series B 53 (1991), 233-243. [10] C. H. Wei and F. Qi, On the estimation and testing of mixed geographically weighted regression models, Economic Modelling 29(6) (2012), 2615-2620. [11] Y. Q. Zhang and D. M. Shen, Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects, J. Statist. Plann. Inference 159 (2015), 64-80. [12] Y. Q. Zhang and Y. Q. Sun, Estimation of partially specified dynamic spatial panel data models with fixed-effects, Regional Science and Urban Economics 51 (2015), 37-46.
|