Título: An overview on Correlation Models for Spatial Panel Data

Palestrante: Brajendra C. Sutradhar (Carleton University and Memorial University)

Data: 01/10/19
Horário: 13:30
Local: Sala I-044b

Resumo: When spatial data are repeatedly collected from the same spatial locations over a short period of time, a spatial panel/longitudinal data set is generated. Thus, this type of spatial longitudinal data must exhibit both spatial and longitudinal correlations, which are not easy to model. Unlike the existing studies, this paper/talk uses a new dynamic mixed model to accommodate both spatial and panel correlations. The formulas for spatial panel correlations are developed and they are further exploited to estimate the spatial regression effects consistently and as efficiently as possible. The variance and correlation parameters are estimated consistently. The results of the paper should be useful to the practitioners dealing with spatial panel data.

Keywords and phrases: Spatial panel dynamic mixed model; Spatial correlations; Auto-regression type dynamic model for panel data; Quasi-likelihood and moment estimation; Consistency and asymptotic normality.

Acompanhem a atualização da programação do nosso ciclo de palestras AQUI.