Arbeitspapier
Spatial multivariate regressions with panel data
We develop a new Bayesian estimator that is able to deal with multivariate panel data structure in the presence of spatial correlation. The analysis of panel data introduced here allows us to analyze not only the fixed effect but also the random effect model. This work extends the previous study undertaken by Gamerman and Moreira (2004) which only spatial scale is considered. To estimate the random effect model we use the hierarchical analysis that can be applied to estimate some categories of longitudinal data models. The Monte Carlo simulations demonstrate the ability of this new estimator to replicate quite well simulated data. To show the empirical relevance of this new estimator we apply it to the deforestation data in the Brazilian Amazon.
- Language
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Englisch
- Bibliographic citation
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Series: Discussion Paper ; No. 214
- Classification
-
Wirtschaft
Multiple or Simultaneous Equation Models: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
Multiple or Simultaneous Equation Models; Multiple Variables: Other
- Subject
-
multivariate regressions
spatial correlation
panel data
fixed effect
Markov chain Monte Carlo
- Event
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Geistige Schöpfung
- (who)
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Cardoso de Mendonça, Mário Jorge
Medrano, Luis Alberto Toscano
- Event
-
Veröffentlichung
- (who)
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Institute for Applied Economic Research (ipea)
- (where)
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Brasília
- (when)
-
2016
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Cardoso de Mendonça, Mário Jorge
- Medrano, Luis Alberto Toscano
- Institute for Applied Economic Research (ipea)
Time of origin
- 2016
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