3 citations · 4 across the 3 of their papers we have counts for
3 papers · 1 filter
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…
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…
Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices
Deborah Gefang, Stephen G. Hall, George S. Tavlas
This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able t…