Publication: An alternative semiparametric model for spatial panel data
dc.affiliation.dpto | UC3M. Departamento de Estadística | es |
dc.contributor.author | Minguez, Román | |
dc.contributor.author | Basile, Roberto | |
dc.contributor.author | Durbán Reguera, María Luz | |
dc.contributor.funder | Ministerio de Economía y Competitividad (España) | es |
dc.date.accessioned | 2024-01-15T17:59:22Z | |
dc.date.available | 2024-01-15T17:59:22Z | |
dc.date.issued | 2020-12-01 | |
dc.description.abstract | We propose a semiparametric P-Spline model to deal with spatial panel data. This model includes a non-parametric spatio-temporal trend, a spatial lag of the dependent variable, and a time series autoregressive noise. Specifically, we consider a spatio-temporal ANOVA model, disaggregating the trend into spatial and temporal main effects, as well as second- and third-order interactions between them. Algorithms based on spatial anisotropic penalties are used to estimate all the parameters in a closed form without the need for multidimensional optimization. Monte Carlo simulations and an empirical analysis of regional unemployment in Italy show that our model represents a valid alternative to parametric methods aimed at disentangling strong and weak cross-sectional dependence when both spatial and temporal heterogeneity are smoothly distributed. | en |
dc.description.sponsorship | Funding was provided by Ministerio de Economía, Industria y Competitividad, Gobierno de España (Grant Nos. MTM2014-52184 and ECO2015-65826-P) and Grant 2019-GRIN-26913 provided by the University of Castilla- La Mancha (UCLM) and the European Fund for Regional Development (EFRD) to the Research Group “Applied Economics and Quantitative Methods”. | en |
dc.identifier.bibliographicCitation | Mínguez, R., Basile, R., & Durbán, M. (2020). An alternative semiparametric model for spatial panel data. Statistical Methods & Applications, 29 (4), pp. 669-708. | es |
dc.identifier.doi | https://doi.org/10.1007/s10260-019-00492-8 | |
dc.identifier.issn | 1618-2510 | |
dc.identifier.publicationfirstpage | 669 | es |
dc.identifier.publicationissue | 4 | es |
dc.identifier.publicationlastpage | 708 | es |
dc.identifier.publicationtitle | Statistical Methods and Applications | en |
dc.identifier.publicationvolume | 29 | es |
dc.identifier.uri | https://hdl.handle.net/10016/39256 | |
dc.identifier.uxxi | AR/0000026288 | |
dc.language.iso | eng | es |
dc.publisher | Springer | es |
dc.relation.projectID | Gobierno de España. MTM2014-52184-P | es |
dc.relation.projectID | Gobierno de España. ECO2015-65826-P | es |
dc.rights | © Springer | es |
dc.rights.accessRights | open access | es |
dc.subject.eciencia | Estadística | es |
dc.subject.jel | C33 | |
dc.subject.jel | C14 | |
dc.subject.jel | C63 | |
dc.subject.other | Spatial panel | en |
dc.subject.other | Spatio-temporal trend | es |
dc.subject.other | Mixed models | en |
dc.subject.other | P-splines | en |
dc.subject.other | PS-ANOVA | en |
dc.title | An alternative semiparametric model for spatial panel data | en |
dc.type | research article | en |
dc.type.hasVersion | AM | es |
dspace.entity.type | Publication |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- semiparametric_durban_SMA_2020_ps.pdf
- Size:
- 2.18 MB
- Format:
- Adobe Portable Document Format