A Spatial Panel Structural Vector Autoregressive Model with Interactive Effects and Its Simulation

A Spatial Panel Structural Vector Autoregressive Model with Interactive Effects and Its Simulation

The existing spatial panel structural vector auto-regressive model can effectively capture the time and spatial dynamic dependence of endogenous variables. However, the hypothesis that the common factors have the same effect for all spatial units is unreasonable. Therefore, incorporating time effect...

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Bibliographic Details
Main Authors:	Yaqing Liu, Hongbing Ouyang, Xiaolu Wei
Format:	Article
Language:	English
Published:	MDPI AG 2021-04-01
Series:	Mathematics
Subjects:	spatial panel data structural vector autoregressive model interactive effects
Online Access:	https://www.mdpi.com/2227-7390/9/8/883

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