- Anselin, L. Spatial Econometrics: Methods and Models. 1988 Kluwer Academic Publisher: Dordrecht
Paper not yet in RePEc: Add citation now
Anselin, L. ; Le Gallo, J. ; Jayet, H. Spatial panel econometrics. 2008 En : Matyas, L. ; Sevestre, P. The econometrics of Panel Data, Fundamentals and Recent Developments in Theory and Practice. Springer-Verlag: Berlin Heidelberg
- Baltagi, B. Econometric Analysis of Panel Data. 2008 Wiley: New York
Paper not yet in RePEc: Add citation now
Baltagi, B. ; Bresson, G. ; Pirotte, A. Forecasting with spatial panel data. 2012 Computational Statistics and Data Analysis. 56 3381-3397
Baltagi, B. ; Egger, P. ; Pfaffermayr, M. A generalized spatial panel data model with random effects. 2013 Econometric Reviews. 32 650-685
Baltagi, B. ; Egger, P. ; Pfaffermayr, M. Estimating models of complex fdi: are there third-country effects?. 2007 Journal of Econometrics. 140 260-281
Baltagi, B. ; Liu, L. Testing for random effects and spatial lag dependence in panel data models. 2008 Statistics & Probability Letters. 78 3304-3306
Baltagi, B. ; Pinnoi, N. Public capital stock and state productivity growth: further evidence from an error components model. 1995 Empirical Economics. 20 351-359
Baltagi, B. ; Song, S. ; Jung, B. ; Koh, W. Testing for serial correlation, spatial autocorrelation and random effects using panel data. 2007 Journal of Econometrics. 140 5-51
Baltagi, B. ; Song, S. ; Koh, W. Testing panel data regression models with spatial error correlation. 2003 Journal of Econometrics. 117 123-150
Baltagi, B., Egger, P., Pfaffermayr, M., 2009. A generalized spatial panel data model with random effects. CPR- Working paper series.
- Bivand, R., 2010a. With contributions by Micah Altman, Anselin, L., Assuncao, R., Berke, O., Bernat, A., Blanchet, G., Blankmeyer, E., Carvalho, M., Christensen, B., Chun, Y., Dormann, C., Dray, S., Halbersma, R., Krainski, E., Lewin-Koh, N., Li, H., Ma, J., Millo, G., Mueller, W., Ono, H., Peres-Neto, P., Piras, G., Reder, M., Tiefelsdorf, M.,, Yu., D., spdep: Spatial dependence: weighting schemes, statistics and models. R package version 0.5-27.
Paper not yet in RePEc: Add citation now
Bivand, R.S., 2010b. Computing the jacobian in spatial models: an applied survey. NHH Discussion paper series 20/2010, 1–30.
Calzolari, G. ; Magazzini, L. Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood. 2012 Empirical Economics. 43 145-152
Case, A. Spatial patterns in household demand. 1991 Econometrica. 59 953-965
Croissant, Y. ; Millo, G. Panel Data Econometrics in R: The plm Package. 2008 Journal of Statistical Software. 27 1-43
- Croissant, Y., 2010. Ecdat: Data sets for econometrics. R package version 0.1-6. URL http://CRAN.R-project.org/package=Ecdat.
Paper not yet in RePEc: Add citation now
Debarsy, N. ; Ertur, C. Testing for spatial autocorrelation in a fixed effects panel data model. 2010 Regional Science and Urban Economics. 40 453-470
Druska, V. ; Horrace, W.C. Generalized moments estimation for spatial panel data: Indonesian rice farming. 2004 American Journal of Agricultural Economics. 86 185-198
- Elhorst, J. Dynamic models in space and time. 2001 Geographical Analysis. 33 119-140
Paper not yet in RePEc: Add citation now
Elhorst, J. Dynamic panels with endogenous interactions effects when T is small. 2010 Regional Science and Urban Economics. 40 272-282
Elhorst, J. Serial and spatial error correlation. 2008 Economics Letters. 100 422-424
- Elhorst, J. Spatial panel data models. 2009 En : Fischer, M.M. ; Getis, A. Handbook of Applied Spatial Analysis. Springer: Berlin, Heidelberg, New York
Paper not yet in RePEc: Add citation now
Elhorst, J. Specification and estimation of spatial panel data models. 2003 International Regional Sciences Review. 26 244-268
- Elhorst, J. ; Freret, S. Yardstick competition among local governments: French evidence using a two-regimes spatial panel data model. 2009 Journal of Regional Science. 49 931-951
Paper not yet in RePEc: Add citation now
- Elhorst, J. ; Piras, G. ; Arbia, G. Growth and convergence in a multi-regional model with space–time dynamics. 2010 Geographical Analysis. 42 338-355
Paper not yet in RePEc: Add citation now
- Erwidodo,, 1990. Panel data analysis on farm-level efficiency, input demand and output supply of rice farming in west java, indonesia. Ph.D. Thesis, Michigan State University. Department of Agricultural Economics.
Paper not yet in RePEc: Add citation now
Feng, Q. ; Horrace, W.C. Alternative technical efficiency measures: skew, bias and scale. 2012 Journal of Applied Econometrics. 27 253-268
Fingleton, B. A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors. 2008 Spatial Economic Analysis. 3 27-44
Florax, R. ; Folmer, H. ; Rey, S. Specification searches in spatial econometrics: the relevance of hendry’s methodology. 2003 Regional Science and Urban Economics. 3 557-579
Furrer, R. ; Sain, S.R. spam: a sparse matrix R package with emphasis on mcmc methods for gaussian markov random fields. 2010 Journal of Statistical Software. 36 1-25
- Gay, D. Usage summary for selected optimization routines. 1990 En : Computing Science Technical Report 153. AT&T Bell Laboratories: Murray Hill, NJ
Paper not yet in RePEc: Add citation now
- Greene, W. Econometric Analysis. 2003 Prentice Hall:
Paper not yet in RePEc: Add citation now
Hausman, J. Specification tests in econometrics. 1978 Econometrica. 46 1251-1271
- Horrace, W.C. ; Schmidt, P. Confidence statements for efficiency estimates from stochastic frontier models. 1996 Journal of Productivity Analysis. 7 257-282
Paper not yet in RePEc: Add citation now
Kapoor, M. ; Kelejian, H. ; Prucha, I. Panel data model with spatially correlated error components. 2007 Journal of Econometrics. 140 97-130
Lee, L. ; Yu, J. A spatial dynamic panel data model with both time and individual fixed effects. 2010 Econometric Theory. 26 564-597
Lee, L. ; Yu, J. Estimation of spatial autoregressive panel data models with fixed effects. 2010 Journal of Econometrics. 154 165-185
Lee, L. ; Yu, J. Some recent developments in spatial panel data models. 2010 Regional Science and Urban Economics. 40 255-271
Lee, L. ; Yu, J. Spatial panels: random components versus fixed effects. 2012 International Economic Review. 53 1369-1412
- Lee, L., Yu, J., 2009. A unified transformation approach to the estimation of spatial dynamic panel data models: stability, spatial cointegration and explosive roots. Ohio state University, manuscript.
Paper not yet in RePEc: Add citation now
- Lee, Y.H. ; Schmidt, P. A production frontier model with flexible temporal variation in technical efficiency. 1993 En : The Measurement of Productive Efficiency: Techniques and Applications. :
Paper not yet in RePEc: Add citation now
- LeSage, J. The theory and practice of spatial econometrics. 1999 En : Tech. rep.. University of Toledo (US):
Paper not yet in RePEc: Add citation now
- LeSage, J. ; Pace, K. Introduction to Spatial Econometrics. 2009 CRC Press: Boca Raton, FL
Paper not yet in RePEc: Add citation now
Magnus, J. Maximum likelihood estimation of the gls model with unknown parameters in the disturbance covariance matrix. 1978 Journal of Econometrics. 7 281-312
Millo, G. ; Carmeci, G. Non-life insurance consumption in italy: a sub-regional panel data analysis. 2011 Journal of Geographical Systems. 13 273-298
Millo, G. ; Pasini, G. Does social capital reduce moral hazard? a network model for non-life insurance demand. 2010 Fiscal Studies. 31 341-372
Millo, G. ; Piras, G. splm: spatial panel data models in R. 2012 Journal of Statistical Software. 47 1-43
Mundlak, Y. On the pooling of time series and cross-section data. 1978 Econometrica. 46 69-85
Munnell, A. Why has productivity growth declined? productivity and public investment. 1990 New England Economic Review. 3-22
Mur, J. ; Angulo, A. Model selection strategies in a spatial setting: some additional results. 2009 Regional Science and Urban Economics. 39 200-213
Mutl, J. ; Pfaffermayr, M. The hausman test in a cliff and ord panel model. 2011 Econometrics Journal. 14 48-76
- Mutl, J., 2006. Dynamic panel data models with spatially autocorrelated disturbances, Ph.D. Thesis, University of Maryland, College Park.
Paper not yet in RePEc: Add citation now
Oberhofer, W. ; Kmenta, J. A general procedure for obtaining maximum likelihood estimates in generalized regression models. 1974 Econometrica. 42 579-590
Pace, R. ; LeSage, J. Chebyshev approximation of log-determinants of spatial weight matrices. 2004 Computational Statistics and Data Analysis. 45 179-196
Pesaran, H. ; Tosetti, E. Large panels with common factors and spatial correlations. 2011 Journal of Econometrics. 161 182-202
Pesaran, M.H., 2004. General diagnostic tests for cross section dependence in panels. Working Paper 1229, CESifo.
- Pinheiro, J., Bates, D., DebRoy, S., Sarkar, D., R Development Core Team,, 2012. nlme: Linear and Nonlinear Mixed Effects Models. R package version 3.1-103.
Paper not yet in RePEc: Add citation now
- Therneau, T., 2009. bdsmatrix: Routines for Block Diagonal Symmetric matrices. R package version 1.0. URL http://CRAN.R-project.org/package=bdsmatrix.
Paper not yet in RePEc: Add citation now
- Toomet, O., Henningsen, A., with contributions from Spencer Graves, Croissant, Y., 2012. maxLik: Maximum Likelihood Estimation. R package version 1.1-2. URL http://CRAN.R-project.org/package=maxLik.
Paper not yet in RePEc: Add citation now
Trewin, R. ; Weiguo, L. ; Erwidodo, S. ; Bahri, S. Analysis of the technical efficiency over time of west javanese rice farms. 1995 Australian Journal of Agricultural and Resource Economics. 39 143-163
- Wooldridge, J. Econometric Analysis of Cross-section and Panel Data. 2002 MIT Press:
Paper not yet in RePEc: Add citation now
Zeileis, A. Object-oriented computation of sandwich estimators. 2006 Journal of Statistical Software. 16 1-16