Estimation of spatial autoregressive panel data models with fixed effects

Lee, Lung Fei; Yu, Jihai

doi:10.1016/j.jeconom.2009.08.001

Cited by 743 publications

(526 citation statements)

References 30 publications

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“…22 These routines estimate the model via (Quasi) Maximum Likelihood and allow us to apply the bias correction that has been proposed by Lee and Yu (2010a).…”

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confidence: 99%

“…23 Lee and Yu (2010a) show that due to the incidental parameter problem, the estimation of a model that includes both a spatial lag and spatial residuals may be inconsistent. They derive a bias correction that allows for consistent estimation.…”

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confidence: 99%

“…Yu, de Jong, and Lee (2008) derive this dynamic estimator with spatial xed e ects. Lee and Yu (2010c) extend this routine to additionally include time xed e ects. The resulting model can be written as follows:…”

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confidence: 99%

“…This speci cation does not only allow us to control for possible path dependency of debt, furthermore it allows to determine whether the spatial process occurs simultaneously or with a time lag. 32 To account for the occurring bias due to the dynamic part of the model, Lee and Yu (2010c) use asymptotic theory to derive a bias correction, which is incorporated in their estimator.…”

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confidence: 99%

“…If the model is unstable, Lee and Yu (2010b) propose an additional method labeled Spatial First Di erences (SFD), where each variable is taken in deviation of its spatially lagged value, which eliminates the time xed e ects. Due to the SFD transformation, we lose one observation per cross section.…”

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confidence: 99%

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Race to the debt trap? — Spatial econometric evidence on debt in German municipalities

Borck

Fossen

Freier

et al. 2015

Regional Science and Urban Economics

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Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. Terms of use: Documents in

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“…22 These routines estimate the model via (Quasi) Maximum Likelihood and allow us to apply the bias correction that has been proposed by Lee and Yu (2010a).…”

mentioning

confidence: 99%

mentioning

confidence: 99%

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confidence: 99%

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confidence: 99%

mentioning

confidence: 99%

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Race to the debt trap? — Spatial econometric evidence on debt in German municipalities

Borck

Fossen

Freier

et al. 2015

Regional Science and Urban Economics

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Association of State-Level Firearm-Related Deaths With Firearm Laws in Neighboring States

2022

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ImportanceFirearms are easily transported over state borders; hence permissive firearm laws in one state may have an interstate association with firearm-related deaths in nearby states.ObjectivesTo examine whether certain firearm laws have an interstate association with firearm-related deaths in nearby states.Design, Setting, and ParticipantsThis cross-sectional observational study used data on state firearm-related deaths in the 48 contiguous states of the US between January 1, 2000, and December 31, 2019. A spatial autoregressive model with fixed effects for state and year was used to evaluate within-state, interstate, and overall associations between firearm laws and firearm-related deaths. Analyses were performed during January 2022.ExposuresThe following 9 types of laws were evaluated: universal background checks for all firearms purchase, background checks for handgun sales at gun shows, license requirement to purchase all firearms, state dealer license requirement for handgun sales, requirement of retaining records of handgun sales, ban on purchasing a handgun on behalf of another, prohibition of firearm possession by persons who committed violent misdemeanors, required relinquishment of firearms for persons becoming prohibited from possessing them, and discretion in granting a concealed carry permit.Main Outcomes and MeasuresState-level total firearm-related death rates, suicide rates, and homicide rates.ResultsIn sum, the study period included 662 883 firearm-related deaths of all intents. License requirement for firearm purchase had a within-state association (effect size, −1.79 [95% CI, −2.73 to −0.84]), interstate association (effect size, −10.60 [95% CI, −17.63 to −3.56]), and overall association (effect size, −12.38 [95% CI, −19.93 to −4.83]) per 100 000 population decrease in total firearm-related deaths. This law also had within-state association (effect size, −1.26 [95% CI, −1.72 to −0.80]), interstate association (effect size, −9.01 [95% CI, −15.00 to −3.02]), and overall association (effect size, −10.27 [95% CI, −16.53 to −4.01]) per 100 000 population decrease in firearm-related homicide.Conclusions and RelevanceThe findings of this pooled cross-sectional analysis suggest that certain firearm laws in one state were associated with other states’ firearm-related deaths. Synergic legislative action in adjacent states, federal firearm legislation, and measures that reduce migration of firearms across state borders should be part of the overarching strategy to prevent firearm-related deaths.

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Quasi‐maximum Likelihood Estimators for Functional Linear Spatial Autoregressive Models

Ahmed

Broze

Dabo‐Niang

et al. 2021

Geostatistical Functional Data Analysis

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Estimation of spatial autoregressive panel data models with fixed effects

Cited by 743 publications

References 30 publications

Race to the debt trap? — Spatial econometric evidence on debt in German municipalities

Race to the debt trap? — Spatial econometric evidence on debt in German municipalities

Association of State-Level Firearm-Related Deaths With Firearm Laws in Neighboring States

Quasi‐maximum Likelihood Estimators for Functional Linear Spatial Autoregressive Models

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