Matlab Software for Spatial Panels

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Abstract

Elhorst 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 effects estimates of the explanatory variables proposed by LeSage and Pace, and a selection framework to determine which spatial panel data model best describes the data. To demonstrate these routines in an empirical setting, a demand model for cigarettes is estimated based on panel data from forty-six US states over the period 1963–1992.
Original languageEnglish
Article numberDOI: 10.1177/0160017612452429
Pages (from-to)389-405
Number of pages17
JournalInternational Regional Science Review
Volume37
Issue number3
Publication statusPublished - 2014

Keywords

  • Spatial Panels
  • Software
  • Bias correction
  • marginal effects

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