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econ.EM2025
Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors
Deborah Gefang, Stephen G Hall, George S. Tavlas
We develop a new Bayesian approach to estimating panel spatial autoregressive models with a known number of latent common factors, where N, the number of cross-sectional units, is…
econ.EM2023★ 3 cited
Identifying spatial interdependence in panel data with large N and small T
Deborah Gefang, Stephen G. Hall, George S. Tavlas
This paper develops a simple two-stage variational Bayesian algorithm to estimate panel spatial autoregressive models, where N, the number of cross-sectional units, is much larger…