Matlab Software for Spatial Panels

ElhorstĀ  provides Matlab routines to estimate spatial panel data models at his website. This article extends these routines to include the bias correction procedure proposed by Lee and Yu if the spatial panel data model contains spatial and/or time-period fixed effects, the direct and indirect effec...

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Bibliographic Details
Published in:International regional science review 2014-07, Vol.37 (3), p.389-405
Main Author: Elhorst, J. Paul
Format: Article
Language:English
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