Journal of Geographical Systems

, Volume 14, Issue 1, pp 5–28 | Cite as

Dynamic spatial panels: models, methods, and inferences

Original Article
First Online:
Received:
Accepted:

Abstract

This paper provides a survey of the existing literature on the specification and estimation of dynamic spatial panel data models, a collection of models for spatial panels extended to include one or more of the following variables and/or error terms: a dependent variable lagged in time, a dependent variable lagged in space, a dependent variable lagged in both space and time, independent variables lagged in time, independent variables lagged in space, serial error autocorrelation, spatial error autocorrelation, spatial-specific and time-period-specific effects. The survey also examines the reasoning behind different model specifications and the purposes for which they can be used, which should be useful for practitioners.

Keywords

Dynamic effects Spatial spillover effects Identification Estimation methods Stationarity conditions 

JEL Classification

C21 C23 C51 
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Notes

Acknowledgments

The author would like to thank Jan Jacobs, three anonymous referees, the editor of this journal, and the participants of the 5th World Conference of the Spatial Econometrics Association in Toulouse 2011 for valuable comments on a previous version of this paper.

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Copyright information

© Springer-Verlag 2011

Authors and Affiliations

  1. 1.Department of Economics and EconometricsUniversity of GroningenGroningenThe Netherlands

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