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1、C.2SpatialPanelDataModelsJ.PaulElhorstC.2.1IntroductionInrecentyears,thespatialeconometricsliteraturehasexhibitedagrowinginterestinthespecificationandestimationofeconometricrelationshipsbasedonspatialpanels.Spatialpanelstypicallyrefertodatacontainingt
2、imeseriesobservationsofanumberofspatialunits(zipcodes,municipalities,regions,states,jurisdictions,countries,etc.).Thisinterestcanbeexplainedbythefactthatpaneldataofferre-searchersextendedmodelingpossibilitiesascomparedtothesingleequationcross-sectiona
3、lsetting,whichwastheprimaryfocusofthespatialeconometricsliteratureforalongtime.Paneldataaregenerallymoreinformative,andtheycon-tainmorevariationandlesscollinearityamongthevariables.Theuseofpaneldataresultsinagreateravailabilityofdegreesoffreedom,andhe
4、nceincreasesef-ficiencyintheestimation.Paneldataalsoallowforthespecificationofmorecomplicatedbehavioralhypotheses,includingeffectsthatcannotbeaddressedus-ingpurecross-sectionaldata(seeHsiao2005formoredetails).Elhorst(2003)hasprovidedareviewofissuesari
5、singintheestimationoffourpaneldatamodelscommonlyusedinappliedresearchextendedtoincludespatialerrorautocorrelationoraspatiallylaggeddependentvariable:fixedeffects,ran-domeffects,fixedcoefficients,andrandomcoefficientsmodels.Inaddition,Mat-labroutinesto
6、estimatethefixedeffectsandrandomeffectsmodelshavebeenprovidedathiswebsite,seeor.Manystudieshaveappliedtheseroutinesbynowtoes-timateregionallabormarketmodels,economicgrowthmodels
7、,publicexpendi-turesortaxsettingmodels,andagriculturalmodels.Theseapplicationshaveledtonewinsights,developmentsandextensions,butalsotonewquestionsandmisun-derstandings.Thischapterreviewsandorganizestheserecentmethodologies.Itdealswiththepossibilitytot
8、estforspatialinteractioneffectsinstandardpaneldatamodels,theestimationoffixedeffectsandthedeterminationoftheirsignifi-cancelevels,thepossibilitytotestthefixedeffectsspecificationagainsttheran-domeffectsspecificationofpaneldatamodelsextendedtoi
