Autori
Basile, Roberto
Minguez, Roman
Durban, Maria

Titolo
An alternative semiparametric model for spatial panel data
Periodico
Statistical methods & applications : Journal of the Italian Statistical Society
Anno: 2020 - Volume: 29 - Fascicolo: 4 - Pagina iniziale: 669 - Pagina finale: 708

We propose a semiparametric P-Spline model to deal with spatial panel data. This model includes a non-parametric spatio-temporal trend, a spatial lag of the dependent variable, and a time series autoregressive noise. Specifically, we consider a spatio-temporal ANOVA model, disaggregating the trend into spatial and temporal main effects, as well as second- and third-order interactions between them. Algorithms based on spatial anisotropic penalties are used to estimate all the parameters in a closed form without the need for multidimensional optimization. Monte Carlo simulations and an empirical analysis of regional unemployment in Italy show that our model represents a valid alternative to parametric methods aimed at disentangling strong and weak cross-sectional dependence when both spatial and temporal heterogeneity are smoothly distributed.



SICI: 1618-2510(2020)29:4<669:AASMFS>2.0.ZU;2-E

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