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An alternative semiparametric model for spatial panel data

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorMinguez, Román
dc.contributor.authorBasile, Roberto
dc.contributor.authorDurbán Reguera, María Luz
dc.contributor.funderMinisterio de Economía y Competitividad (España)es
dc.date.accessioned2024-01-15T17:59:22Z
dc.date.available2024-01-15T17:59:22Z
dc.date.issued2020-12-01
dc.description.abstractWe 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.sponsorshipFunding 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.bibliographicCitationMínguez, 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.doihttps://doi.org/10.1007/s10260-019-00492-8
dc.identifier.issn1618-2510
dc.identifier.publicationfirstpage669es
dc.identifier.publicationissue4es
dc.identifier.publicationlastpage708es
dc.identifier.publicationtitleStatistical Methods and Applicationsen
dc.identifier.publicationvolume29es
dc.identifier.urihttps://hdl.handle.net/10016/39256
dc.identifier.uxxiAR/0000026288
dc.language.isoenges
dc.publisherSpringeres
dc.relation.projectIDGobierno de España. MTM2014-52184-Pes
dc.relation.projectIDGobierno de España. ECO2015-65826-Pes
dc.rights© Springeres
dc.rights.accessRightsopen accesses
dc.subject.ecienciaEstadísticaes
dc.subject.jelC33
dc.subject.jelC14
dc.subject.jelC63
dc.subject.otherSpatial panelen
dc.subject.otherSpatio-temporal trendes
dc.subject.otherMixed modelsen
dc.subject.otherP-splinesen
dc.subject.otherPS-ANOVAen
dc.titleAn alternative semiparametric model for spatial panel dataen
dc.typeresearch articleen
dc.type.hasVersionAMes
dspace.entity.typePublication
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