Minguez, RománBasile, RobertoDurbán Reguera, María Luz2024-01-152024-01-152020-12-01Mínguez, R., Basile, R., & Durbán, M. (2020). An alternative semiparametric model for spatial panel data. Statistical Methods & Applications, 29 (4), pp. 669-708.1618-2510https://hdl.handle.net/10016/39256We 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.eng© SpringerSpatial panelSpatio-temporal trendMixed modelsP-splinesPS-ANOVAresearch articleC33C14C63Estadísticahttps://doi.org/10.1007/s10260-019-00492-8open access6694708Statistical Methods and Applications29AR/0000026288