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Spatial Econometric Panel Data Model Specification

其他書名	A Bayesian Approach
出版	SSRN, 2013
URL	http://books.google.com.hk/books?id=frAhzwEACAAJ&hl=&source=gbs_api

註釋Taking a Bayesian perspective on model uncertainty for static panel data models proposed in the spatial econometrics literature considerably simplifies the task of selecting an appropriate model. A wide variety of alternative specifications that include various combinations spatial dependence in lagged values of the dependent variable, spatial lags of the explanatory variables, as well as dependence in the model disturbances have been the focus of a literature on various statistical tests for distinguishing between these numerous specifications.