{"id":2,"date":"2021-09-17T09:00:25","date_gmt":"2021-09-17T09:00:25","guid":{"rendered":"https:\/\/spatial-panels.com\/?page_id=2"},"modified":"2025-04-24T11:06:37","modified_gmt":"2025-04-24T11:06:37","slug":"voorbeeld-pagina","status":"publish","type":"page","link":"https:\/\/spatial-panels.com\/?page_id=2","title":{"rendered":"Software"},"content":{"rendered":"

[vc_row][vc_column][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”De Economist (2025) Seventy Years of Dutch Regional Unemployment from a Spatiotemporal Perspective (Open Access, Data and Programming Code)” tab_id=”1745492648888-261ba498-ff79″][vc_column_text]The paper (Open Access) is available at: https:\/\/link.springer.com\/article\/10.1007\/s10645-025-09450-0<\/a><\/p>\n

Data and Matlab code used in this paper can be downloaded here: https:\/\/spatial-panels.com\/wp-content\/uploads\/2025\/04\/Data-and-code-Economist-paper.zip<\/a>[\/vc_column_text][\/vc_tta_section][vc_tta_section title=”Political Analysis (2024) Parameterizing spatial weight matrices in spatial econometric models (Open Access, Data and Programming Code)” tab_id=”1714663877922-ce3ab476-a9f7″][vc_column_text]The paper (Open Access) is available at: https:\/\/doi.org\/10.1017\/pan.2024.16<\/a><\/p>\n

Programming code<\/em> of all simulations in R and of the empirical application to military expenditures in R and Matlab are made available in Harvard Dataverse: https:\/\/doi.org\/10.7910\/DVN\/V9L9XC<\/a><\/p>\n

[\/vc_column_text][\/vc_tta_section][vc_tta_section title=”Journal of Geographical Systems (2024) The distance decay effect and spatial reach of spillovers (Open Access, Data and Programming Code)” tab_id=”1731681827580-52fa338b-6069″][vc_column_text]The paper (Open Access) is available at: https:\/\/link.springer.com\/article\/10.1007\/s10109-024-00440-5<\/a><\/p>\n

Data and Matlab code used in this paper can be downloaded here: https:\/\/spatial-panels.com\/wp-content\/uploads\/2024\/05\/JGSY2024.zip<\/a>[\/vc_column_text][\/vc_tta_section][vc_tta_section title=”Spatial Economic Analysis (2024) Raising the bar in spatial economic analysis: two laws of spatial economic modelling (Open Access)” tab_id=”1626531913160-b7ebbc1a-8f08″][vc_column_text]The paper (Open Access) is available at: https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/17421772.2024.2334845<\/a><\/p>\n

See also the accompanying selection of papers discussed in these editorials to exemplify both laws: https:\/\/www.tandfonline.com\/journals\/rsea20\/collections\/Raising_the_bar<\/a>[\/vc_column_text][\/vc_tta_section][vc_tta_section title=”Geographical Analysis (2023) The Spatial Autoregressive Panel Data Model with Spatial Moving Average Errors (Open for Data and Matlab code)” tab_id=”1716300962097-00ae95e3-bf7b”][vc_column_text]The paper (Open Access) is available at: https:\/\/doi.org\/10.1111\/gean.12369<\/a>.<\/p>\n

Data and Matlab code used in this paper can be downloaded here: SARMAcodeGApaper<\/a><\/p>\n

[\/vc_column_text][\/vc_tta_section][vc_tta_section title=”Spatial Economic Analysis (2023), Replication Study, The rise and spread of female labour force participation at the U.S. county level (Open for Data, Stata and Matlab code)” tab_id=”1689239598861-4e779b1c-f5f9″][vc_column_text]The paper (Open Access) is available at: https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/17421772.2022.2123111<\/a>.<\/p>\n

Data, Stata and Matlab code used in this paper can be downloaded here: https:\/\/spatial-panels.com\/wp-content\/uploads\/2022\/10\/Supplement-Data-and-Matlab-code-Fogli-and-Veldkamp-Replication.zip<\/a>.[\/vc_column_text][\/vc_tta_section][vc_tta_section title=”The dynamic general nesting spatial econometric model for spatial panels with common factors: Further raising the bar (Paper available since December 2, 2021)” tab_id=”1666022442234-f39f35e6-886a”][vc_column_text]Key note at the 34th<\/sup> Summer School European Regional Science Association<\/p>\n

Watch the Key note at YouTube: https:\/\/www.youtube.com\/watch?v=zIYySDe0nv8<\/a><\/p>\n

Download the slides<\/a> of this presentation.<\/p>\n

The paper on which this presentation is based also appeared as journal paper in the Review of Regional Research. Springer Nature allowed me to publicly share full-text access to a view-only version of this paper by the following SharedIt link: https:\/\/rdcu.be\/cCnWe<\/a>.<\/p>\n

The paper can also be accessed by the link: https:\/\/link.springer.com\/article\/10.1007\/s10037-021-00163-w<\/a>. Via this link you can also download the paper if you have permission to do so. As an alternative, you can download the submitted manuscript version<\/a>.[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Spatial Economic Analysis 2022 paper (Open access, stores sales prediction using simultaneous spatial econometric model)” tab_id=”1631861549848-154e76e9-1113″][vc_column_text]Paper: https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/17421772.2021.1916574<\/a>[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Handbook of Regional Science Chapter 2021 paper (spatial econometric models with common factors)” tab_id=”1627052962679-f98e23be-b990″][vc_column_text]Paper: https:\/\/link.springer.com\/referenceworkentry\/10.1007\/978-3-662-60723-7_86<\/a><\/p>\n

Code plus working paper version will soon be made available again. It is currently under revision.[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Research Policy 2021 paper (interaction effects in contest decision making)” tab_id=”1627053559157-d064858e-623a”][vc_column_text]Paper: https:\/\/www.sciencedirect.com\/science\/article\/abs\/pii\/S0048733321000020<\/a><\/p>\n

Code is available, data is not due to privacy regulations.[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Journal of Economic Surveys 2021 paper (Open access, link GVARs and spatial econometrics)” tab_id=”1627052527051-1863a170-2111″][vc_column_text]Paper: https:\/\/onlinelibrary.wiley.com\/doi\/10.1111\/joes.12391<\/a>[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Transportation Research Part A 2020 paper (GNS model with common factors=principal components)” tab_id=”1627052203628-54837f10-1513″][vc_column_text]Paper: https:\/\/www.sciencedirect.com\/science\/article\/abs\/pii\/S0965856418314885<\/a>[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Regional Science and Urban Economics 2018 paper (Spatial Durbin model with common factors=cross-sectional averages)” tab_id=”1627051097809-f4833867-d29a”][vc_column_text]Paper:\u00a0https:\/\/www.sciencedirect.com\/science\/article\/pii\/S016604621630243<\/a>[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”De Economist 2018 paper (Open acces, spatial Durbin probit model)” tab_id=”1627049615829-68fac694-fb2d”][vc_column_text]Heijnen, P, Elhorst, J.P. (2018) The diffusion of local differentiated waste disposal taxes in the Netherlands.\u00a0De Economist<\/em>,\u00a0https:\/\/link.springer.com\/article\/10.1007\/s10645-018-9321-3<\/a>[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Empirical Economics 2018 paper (Open access, spatial Durbin model, financial crisis and non-crisis periods)” tab_id=”1627049522118-2e42b114-8170″][vc_column_text]J<\/a>ing Z., Elhorst J.P., Jacobs J., Haan J. de (2018) The Propagation of Financial Turbulence: Interdependence, Spillovers, and Direct and Indirect Effects,\u00a0Empirical Economics,<\/em>\u00a055(1): 169-192,\u00a0https:\/\/link.springer.com\/article\/10.1007\/s00181-017-1249-y<\/a><\/em>[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Spatial Economic Analysis 2017 paper (Open access, time-space recursive model)” tab_id=”1627050840927-60a07238-53cb”][vc_column_text]Halleck Vega S., Elhorst J.P. (2017) Regional labor force participation across the EU: A time-space recursive modeling approach with endogenous regressors.\u00a0Spatial Economic Analysis<\/em>, 12(2): 422-439:\u00a0http:\/\/www.tandfonline.com\/doi\/full\/10.1080\/17421772.2016.1224374<\/a>[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Journal of Peace Research Paper 2017″ tab_id=”1626532221431-c3a1b508-8efb”][vc_column_text]Paper:\u00a0http:\/\/journals.sagepub.com\/doi\/full\/10.1177\/0022343317707569<\/a><\/p>\n

Data and Matlab code used in this paper can be found at the Web site:\u00a0http:\/\/www.prio.org\/jpr\/datasets<\/a><\/p>\n

or downloaded here:\u00a0https:\/\/spatial-panels.com\/wp-content\/uploads\/2017\/11\/Matlab-files-JPR.zip<\/a>[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Regional Studies Paper 2017 (Open access, SDM vs SDEM)” tab_id=”1626532257247-99a37a76-323b”][vc_column_text]Paper:\u00a0http:\/\/www.tandfonline.com\/doi\/full\/10.1080\/00343404.2016.1144922<\/a><\/p>\n

Similar code is used in Journal of Peace Research paper and can be downloaded here:\u00a0https:\/\/spatial-panels.com\/wp-content\/uploads\/2017\/11\/Matlab-files-JPR.zip<\/a>[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Book chapter Spatial Panel Data Analysis 2017 in Encyclopedia of GIS, 2nd edition, Working Paper Version” tab_id=”1626532284865-e554ea34-4908″][vc_column_text]Paper:\u00a0https:\/\/link.springer.com\/referenceworkentry\/10.1007\/978-3-319-17885-1_1641<\/a><\/p>\n

Working Paper Version:\u00a0https:\/\/spatial-panels.com\/wp-content\/uploads\/2017\/07\/Elhorst-Spatial-Panel-Data-Analysis-Encyclopedia-GIS-2nd-ed_Working-Paper-Version.pdf<\/a><\/p>\n

Reference: Elhorst, J.P. (2017) Spatial Panel Data Analysis. In: Shekhar S., Xiong H., Zhou X. (Eds.)\u00a0Encyclopedia of GIS<\/em>, 2nd edition, pp. 2050-2058. Springer International Publishing, Cham, Switzerland.[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”English translation Papeles de Econom\u00eda Espa\u00f1ola 2017 paper (Extensions SLX model)” tab_id=”1626532315256-22fe6285-4d9a”][vc_column_text]Paper (link to Spanish website is unfortunately not active anymore): https:\/\/www.funcas.es\/Publicaciones\/Detalle.aspx?IdArt=23062<\/a><\/p>\n

Title in Spanish (email j.p.elhorst@rug.nl for the Spanish version): El modelo SLX: ampliaci\u00f3n de la forma general, y sensibilidad de los desbordamientos espaciales a la especificaci\u00f3n de la W.<\/p>\n

English translation:\u00a0https:\/\/spatial-panels.com\/wp-content\/uploads\/2017\/07\/PEE_2017-Elhorst-Halleck-Vega-English-Translation.pdf<\/a>[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code book chapter General Nesting Spatial Models 2017 plus Working Paper Version” tab_id=”1626532370766-4879ed09-682b”][vc_column_text]Paper:\u00a0http:\/\/www.emeraldinsight.com\/doi\/abs\/10.1108\/S0731-905320160000037016<\/a><\/p>\n

Working paper:\u00a0https:\/\/spatial-panels.com\/wp-content\/uploads\/2017\/07\/HGNM_Advances-in-Econometrics-Vol37_Burridge-Elhost-Zigova-Working-Paper-Version.pdf<\/a><\/p>\n

Demo GNS<\/a>\u00a0and additional files to run GNS model:\u00a0sac_panel_FE<\/a>,\u00a0f_sacpanel<\/a>, and\u00a0f2_sacpanel<\/a>.<\/p>\n

Reference: Burridge P., Elhorst J.P., Zigova K. (2017) Group Interaction in Research and the Use of General Nesting Spatial Models. In: Baltagi B.H., LeSage J.P., Pace R.K. (eds.)\u00a0Spatial Econometrics: Qualitative and Limited Dependent Variables (Advances in Econometrics, Volume 37)<\/em>, pp.223 \u2013 258. Bingley (UK), Emerald Group Publishing Limited.[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Journal of Applied Econometrics paper 2017 (Spatial probit)” tab_id=”1626532430239-4b575fd1-52e6″][vc_column_text]Paper:\u00a0http:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.2505\/full<\/a><\/p>\n

Data and Matlab code used in this paper can be found at the Web site:\u00a0http:\/\/qed.econ.queensu.ca\/jae\/datasets\/elhorst001\/<\/a>[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Journal of Regional Science & Urban Economics Paper 2016 (Simultaneous DSPD model + Common Factors)” tab_id=”1626532469731-44642d56-15e2″][vc_column_text]Download the\u00a0Matlab_file<\/a>\u00a0and data sets\u00a0Unemployment<\/a>\u00a0and\u00a0BCNL<\/a>\u00a0to reproduce the results of Bailey et al.\u2019s two step approach and our proposed simultaneous approach. Reference: Halleck Vega S., Elhorst J.P. (2016) A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors.\u00a0Regional Science and Urban Economics<\/em>\u00a060 (2016) 85-95.[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Journal of Regional Science Paper 2015 (SLX model)” tab_id=”1626532508528-c5f51cb4-d5b7″][vc_column_text]Download the Matlab_files and data sets\u00a0SLX<\/a>\u00a0to reproduce the results in Tables 2, 3 and 4 of the paper. Reference: Halleck Vega, S., Elhorst J.P. (2015), The SLX model.\u00a0Journal of Regional Science<\/em>\u00a055(3): 339-363.[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code International Regional Science Review paper 2014 (Matlab Software for Spatial Panels)” tab_id=”1626532528017-f3835ef4-8a36″][vc_column_text]<\/p>\n

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Elhorst J.P. (2014) Matlab Software for Spatial Panels. International Regional Science Review 37: 385-401. DOI: 10.1177\/0160017612452429.<\/strong><\/p>\n<\/div>\n<\/div>\n

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Download\u00a0demoLMsarsem_panel<\/a>\u00a0to test for a spatially lagged dependent variable or spatial autocorrelation in a spatial panel data model using\u00a0(robust) LM tests<\/a>\u00a0based on spatial panel data. You may also need\u00a0demean<\/a>.<\/p>\n

Download\u00a0demopanelscompare<\/a>\u00a0of the different panel data models, and to test for the joint significance of spatial fixed or random effects as well as to compare spatial fixed and random effects models using Hausman\u2019s specification test.<\/p>\n

Download a Notepad file\u00a0Matlab-paper-results<\/a>\u00a0which gives the results when running the file demopanelscompare.<\/p>\n

You may also need\u00a0sar_parse<\/a>,\u00a0sar_eigs<\/a>,\u00a0sar_lndet<\/a>\u00a0and\u00a0hessian<\/a>\u00a0developed by J.LeSage.<\/p>\n

Download\u00a0sem_panel_FE<\/a>,\u00a0f_sempanel<\/a>,\u00a0f2_sempanel<\/a>\u00a0to estimate static panel data model (N regions*T time periods) with spatial error autocorrelation and fixed effects: 0=pooled model without fixed effects (default, x may contain an intercept), 1=spatial fixed effects, 2=time period fixed effects, 3=spatial and time period fixed effects.<\/p>\n

You may also need\u00a0sem_parse<\/a>,\u00a0sem_eigs<\/a>,\u00a0sem_lndet<\/a>\u00a0and\u00a0hessian<\/a>\u00a0developed by J.LeSage.<\/p>\n

Download\u00a0sar_panel_RE<\/a>,\u00a0f_resar<\/a>,\u00a0f2_resar<\/a>\u00a0to estimate static panel data model (N regions*T time periods) with a spatially lagged dependent variable and spatial random effects.<\/p>\n

Download\u00a0sem_panel_RE<\/a>,\u00a0f_respat<\/a>,\u00a0f2_respat<\/a>\u00a0to estimate static panel data model (N regions*T time periods) with spatial error autocorrelation and spatial random effects.<\/p>\n

Download\u00a0file<\/a>\u00a0to print the output of these panel data models.<\/p>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Book Chapter Spatial panel models in Handbook of Regional Science 2013″ tab_id=”1626532625731-83892873-1a47″][vc_column_text]<\/p>\n

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demo<\/a>\u00a0to disentangle short-term and long-term direct and indirect effects and to reproduce the results reported in Table 82.2.<\/p>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Spatial Economic Analysis Paper 2013″ tab_id=”1626532653700-badab8e0-0430″][vc_column_text]<\/p>\n

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Download the Matlab_file\u00a0dynamic spatial panel data model<\/a>\u00a0to estimate a dynamic spatial panel data model, to test for non-stability, to select W-matrix, and to impose spatial co\u00efntegration. Data set is included too. You may also need a briefly extended version of\u00a0sar_jhai.m<\/a>\u00a0for caclulating the direct and indirect effects estimates. Reference: The Impact of Interaction Effects among Neighbouring Countries on Financial Liberalization and Reform: Elhorst J.P., Zandberg E., Haan J. de. (2013) A Dynamic Spatial Panel Data Approach.\u00a0Spatial Economic Analysis<\/i>\u00a08: 293-313.<\/p>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Regional Science and Urban Economics Paper 2012″ tab_id=”1626532688925-2fa950a0-4046″][vc_column_text]<\/p>\n

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Download the Matlab-file\u00a0Statregion<\/a>\u00a0to determine the stationariy region of a second-order spatial lag model or second-order polynomial in two spatial weights matrices. Code for third-order spatial lag model is also provided. Reference: Elhorst J.P., Lacombe D.J., Piras G. (2012) On Model Specification and Parameter Space Definitions in Higher Order Spatial Econometrics Models. Regional Science & Urban Economics 42: 211-220.<\/p>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Journal of Regional Science paper 2011″ tab_id=”1626532710175-503aa08d-9249″][vc_column_text]<\/p>\n

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Download the Matlab-file\u00a0les_sar_cost differences<\/a>\u00a0and a\u00a0rar-file<\/a>\u00a0with additional Matlab-files needed to run this file to estimate a Linear Expenditure System with endogenous interaction effects and cost differences among jurisdictions based on cross-section data. Reference: Allers M.A., Elhorst J.P. (2011) A simultaneous equations model of fiscal policy interactions. Journal of Regional Science. 51: 271-291.<\/p>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Book Chapter Spatial Panel Data Models 2010″ tab_id=”1626532738716-f277151b-edf7″][vc_column_text]<\/p>\n

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Elhorst J.P. (2010) Spatial Panal Data Models. In Fischer MM, Getis A (Eds.) Handbook of Applied Spatial Analysis, pp. 377-407. Springer: Berlin Heidelberg New York.<\/strong><\/a><\/p>\n<\/div>\n<\/div>\n

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Download\u00a0sar_panel_FE<\/a>,\u00a0f_sarpanel<\/a>,\u00a0f2_sarpanel<\/a>\u00a0to estimate static panel data model (N regions*T time periods) with a spatially lagged dependent variable and fixed effects: 0=pooled model without fixed effects (default, x may contain an intercept), 1=spatial fixed effects, 2=time period fixed effects, 3=spatial and time period fixed effects. The file\u00a0direct_indirect_effects_estimates<\/a>\u00a0is needed to calculate the direct and indirect effects estimates of the explanatory variables. Alternatively, you may use\u00a0panel_effects_sar.m<\/a>\u00a0and\/or\u00a0panel_effects_sdm.m<\/a>.<\/p>\n

You may also need\u00a0sar_parse<\/a>,\u00a0sar_eigs<\/a>,\u00a0sar_lndet<\/a>\u00a0and\u00a0hessian<\/a>\u00a0developed by J.LeSage.<\/p>\n

Download\u00a0sem_panel_FE<\/a>,\u00a0f_sempanel<\/a>,\u00a0f2_sempanel<\/a>\u00a0to estimate static panel data model (N regions*T time periods) with spatial error autocorrelation and fixed effects: 0=pooled model without fixed effects (default, x may contain an intercept), 1=spatial fixed effects, 2=time period fixed effects, 3=spatial and time period fixed effects.<\/p>\n

You may also need\u00a0sem_parse<\/a>,\u00a0sem_eigs<\/a>,\u00a0sem_lndet<\/a>\u00a0and\u00a0hessian<\/a>\u00a0developed by J.LeSage.<\/p>\n

Download\u00a0sar_panel_RE<\/a>,\u00a0f_resar<\/a>,\u00a0f2_resar<\/a>\u00a0to estimate static panel data model (N regions*T time periods) with a spatially lagged dependent variable and spatial random effects.<\/p>\n

Download\u00a0sem_panel_RE<\/a>,\u00a0f_respat<\/a>,\u00a0f2_respat<\/a>\u00a0to estimate static panel data model (N regions*T time periods) with spatial error autocorrelation and spatial random effects.<\/p>\n

Download\u00a0file<\/a>\u00a0to print the output of these panel data models.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Regional Science & Urban Economics paper 2010″ tab_id=”1626532772803-a6d21284-8ec4″][vc_column_text]<\/p>\n

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Download Matlab-file to estimate dynamic spatial panel data model\u00a0here<\/a>.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Journal of Regional Science paper 2009 (two-regime model)” tab_id=”1626532791841-4a93078f-83bf”][vc_column_text]<\/p>\n

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Download\u00a0sarregime_panel<\/a>,\u00a0f_sar2_panel<\/a>,\u00a0f2_sar2_panel<\/a>,\u00a0prt-spreg<\/a>\u00a0and\u00a0demo-file<\/a>\u00a0to estimate spatial panel data model (N regions*T time periods) with two regimes (two spatial lags with different coefficients) and with spatial and\/or time-period fixed effects. Reference: Elhorst J.P., Fr\u00e9ret S. (2009) Evidence of political yardstick competition in France using a two-regime spatial Durbin model with fixed effects. Journal of Regional Science 49: 931-951.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Overview of papers on high speed railway” tab_id=”1626532820323-0776b2e8-1c2e”][vc_column_text]<\/p>\n

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Elhorst J.P., Oosterhaven J. (2008) Integral cost-benefit analysis of maglev rail projects under market imperfections.\u00a0Journal of Transport and Land Use\u00a0<\/em>1: 65-87:\u00a0https:\/\/www.jtlu.org\/index.php\/jtlu\/article\/view\/12<\/a><\/p>\n

Elhorst J.P., Oosterhaven J. (2006) Forecasting the impact of transport improvements on commuting and residential choice.\u00a0Journal of Geographical Systems<\/em>\u00a08: 39-59:\u00a0https:\/\/link.springer.com\/article\/10.1007\/s10109-005-0015-4<\/a><\/p>\n

Oosterhaven J., Elhorst J.P. (2008) Modelling the economy, transport and environment triangle, with an application to Dutch Maglev projects. In: Jensen-Butler C., Sloth B., Larsen M.M., Madsen B., Nielsen O.A. (eds.)\u00a0Road pricing, the economy and the environment<\/em>, pp. 207-227. Springer-Verlag, Berlin:\u00a0https:\/\/spatial-panels.com\/wp-content\/uploads\/2017\/11\/TRIP-Oosterhaven-Elhorst-2008-In-Jensen-Butler-C-Sloth-B-Larsen-MM-Madsen-B-Nielsen-OA-eds-Road-pricing-the-economy-and-the-environment-pp-207-227-Springer-Verlag-Berlin.pdf<\/a><\/p>\n

Oosterhaven J., Elhorst J.P. (2003) Indirect economic benefits of transport infrastructure investments. In: W. Dullaert, B.A.M. Jourquin, J.B. Polak (eds.)\u00a0Across the border; Building upon a quarter century of transport research in the Benelux<\/em>, pp. 143-162. De Boeck, Antwerpen:\u00a0https:\/\/spatial-panels.com\/wp-content\/uploads\/2017\/11\/BIVEC-2003-Oosterhaven-Elhorst-In-W-Dullaert-BAM-Jourquin-JB-Polak-eds-Across-the-border-Building-upon-a-quarter-century-of-transport-research-in-the-Benelux-pp-143-162-De-Boeck-Antwerpen.pdf<\/a><\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Geographical Analysis paper 2005″ tab_id=”1626532847777-b5ef147d-5d97″][vc_column_text]<\/p>\n

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Download\u00a0matlab-file<\/a>\u00a0to estimate dynamic panel data model (N regions*T time periods) including a serially lagged dependent variable, regional fixed effects and spatial error autocorrelation. Reference: Elhorst J.P. (2005) Unconditional maximum likelihood estimation of linear and log-linear dynamic models for spatial panels. Geographical Analysis 37: 85-106.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Economics Letters paper 2008″ tab_id=”1626532879747-80f7a23a-f4c7″][vc_column_text]<\/p>\n

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Download\u00a0serialspatial<\/a>,\u00a0f_serialspat<\/a>,\u00a0f2_serialspat<\/a>\u00a0and\u00a0demo-file<\/a>\u00a0to estimate pooled regression model (N regions*T time periods) with serial and spatial error correlation. Reference: Elhorst J.P. (2008) Serial and spatial autocorrelation. Economics Letters 100: 422-424.http:\/\/dx.doi.org\/10.1016\/j.econlet.2008.03.009<\/a>.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code Papers in Regional Science paper 2007 (multilevel)” tab_id=”1626532899725-c6cd6fdc-5d35″][vc_column_text]<\/p>\n

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Download the\u00a0hierarchical linear model (demo_file)<\/a>\u00a0to estimate multi_level model with heteroskedastic disturbances, spatial autocorrelation and endogenous regressors. Reference: Elhorst J.P., A. S. Zeilstra (2007)\u00a0Labour force participation rates at the regional and national levels of the European Union: An integrated analysis.\u00a0Papers in Regional Science<\/i>\u00a086: 525-549.<\/span><\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Code International Tax and Public Finance paper 2005″ tab_id=”1626532920805-170b7529-013b”][vc_column_text]<\/p>\n

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Download\u00a0matlab-file<\/a>\u00a0to estimate spatial econometric model with two regimes in the spatially lagged dependent variable (Note: Use this file for cross-section data, for spatial panel data see Journal of Regional Science paper 2009). You also need\u00a0f_sarpaul<\/a>,\u00a0f2_sarpaul<\/a>,\u00a0f_sarpar2<\/a>\u00a0and\u00a0f2_sarpar2<\/a>. Reference: Allers M.A., Elhorst J.P. (2005) Tax mimicking and yardstick competition among local governments in the Netherlands. International Tax and Public Finance 12: 493-513.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

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Elhorst J.P. (2014) Spatial Econometrics: From Cross-sectional Data to Spatial Panels. Springer: Berlin New York Dordrecht London.<\/b>
\nhttp:\/\/www.springer.com\/economics\/regional+science\/book\/978-3-642-40339-2<\/a><\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

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Download the Matlab-file\u00a0Statregion<\/a>\u00a0to determine the stationariy region of a second-order spatial lag model or second-order polynomial in two spatial weights matrices. Code for third-order spatial lag model is also provided. Reference: Elhorst J.P., Lacombe D.J., Piras G. (2012) On Model Specification and Parameter Space Definitions in Higher Order Spatial Econometrics Models. Regional Science & Urban Economics 42: 211-220.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Section 2.8″ tab_id=”1626533138596-0f93776a-6f4a”][vc_column_text]<\/p>\n

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Download\u00a0cross-sectional spatial econometric models (demo tables 2.1 and 2.2)<\/a>\u00a0to reproduce the results reported in Tables 2.1 and 2.2. The demo contains files to estimate all spatial econometric models based on an exact calculation of the Jacobian term in the log_likelihood function. Supporting files to print the results, to calculate (robust) LM-test statistics and to calculate direct and indirect effects are also included.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

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Download\u00a0spatial panel econometric models (demo tables 3.2-3.4)\u00a0<\/a>to reproduce the results reported in Tables 3.2, 3.3 and 3.4. The demo contains files to estimate (robust) LM-statistics, test-statistics for the inclusion of spatial and time-period fixed effects, commands to estimate spatial econometric models with different combinations of spatial interaction effects, and a file to calculate direct and indirect effects.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Section 3.8″ tab_id=”1626533179358-9e5cb880-eaab”][vc_column_text]<\/p>\n

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Download the\u00a0hierarchical linear model (demo_file)<\/a>\u00a0to estimate multi_level model with heteroskedastic disturbances, spatial autocorrelation and endogenous regressors. Reference: Elhorst J.P., A. S. Zeilstra (2007)\u00a0Labour force participation rates at the regional and national levels of the European Union: An integrated analysis.\u00a0Papers in Regional Science<\/i>\u00a086: 525-549.<\/span><\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Section 3.9″ tab_id=”1626533197138-f8d85491-687f”][vc_column_text]<\/p>\n

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Download the Matlab-file\u00a0les_sar_cost differences<\/a>\u00a0and a\u00a0rar-file<\/a>\u00a0with additional Matlab-files needed to run this file to estimate a Linear Expenditure System with endogenous interaction effects and cost differences among jurisdictions based on cross-section data. Reference: Allers M.A., Elhorst J.P. (2011) A simultaneous equations model of fiscal policy interactions. Journal of Regional Science. 51: 271-291.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Section 4.6″ tab_id=”1626533220344-6ffce7b1-86b5″][vc_column_text]<\/p>\n

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Download the Matlab_file\u00a0dynamic spatial panel data model<\/a>\u00a0to estimate a dynamic spatial panel data model, to test for non-stability, to select W-matrix, and to impose spatial co\u00efntegration. Data set is included too. You may also need a briefly extended version of\u00a0sar_jhai.m<\/a>\u00a0for caclulating the direct and indirect effects estimates. Reference: The Impact of Interaction Effects among Neighbouring Countries on Financial Liberalization and Reform: Elhorst J.P., Zandberg E., Haan J. de. (2013) A Dynamic Spatial Panel Data Approach.\u00a0Spatial Economic Analysis<\/i>\u00a08: 293-313.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][vc_tta_accordion style=”flat” spacing=”10″ active_section=”10″ collapsible_all=”true”][vc_tta_section title=”Section 4.7″ tab_id=”1626533255795-bc158f70-fb37″][vc_column_text]<\/p>\n

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demo<\/a>\u00a0to disentangle short-term and long-term direct and indirect effects and to reproduce the results reported in Table 4.3.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

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Jihai Yu was so kind to make his code available to estimate a dynamic spatial panel data model by maximum likelihood. To determine direct and indirect effects, both in the short and in the long term, I extended the code with a few lines. These extended files can be downloaded here:\u00a0sar_jihai<\/a>,\u00a0sar_jihai_time<\/a>,\u00a0f_sar_jihai<\/a>,\u00a0f2_sar_jhai<\/a>, and\u00a0f2_sar_jhai_time<\/a>.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

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Download the\u00a0demo data set<\/a>\u00a0on cigarette demand taken from Baltagi\u2019s book \u201cEconometric Analysis of Panel Data\u201d (2001). This data set consists of 46 spatial units over 30 years. Some demo files use a data set of only six years, which can be downloaded\u00a0here<\/a>. Download the corresponding spatial weight matrix of\u00a046 U.S. states<\/a>.<\/p>\n

Download the\u00a0demo data set<\/a>\u00a0on crime rates taken from Anselin\u2019s book \u201cSpatial Econometrics: Methods and Models\u201d (1988). This data set consists of 49 spatial units. Download the corresponding spatial weight matrix of\u00a049 neighborhoods<\/a>\u00a0.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n

[\/vc_column_text][\/vc_tta_section][\/vc_tta_accordion][\/vc_column][\/vc_row]<\/p>\n","protected":false},"excerpt":{"rendered":"

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