Bayesian analysis of spatial panel Durbin model with convex combinations of different spatial weight matrices

IF 1.8 4区经济学 Q2 ECONOMICS

Economics Letters Pub Date : 2025-09-09 DOI:10.1016/j.econlet.2025.112587

Jiajia Wang

引用次数: 0

Abstract

This study examines the spatial panel Durbin model with convex combinations of different spatial weight matrices. These combinations are present not only in the spatial lag of the dependent variable but also in the spatial lags of the explanatory variables. Moreover, the combination coefficients in the spatially lagged dependent and explanatory variables may differ. An adaptive MCMC sampling method is used for the Bayesian estimation of this model. Additionally, this study explores model selection issues using the posterior Bayesian information criterion.

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贝叶斯分析空间面板Durbin模型与不同空间权重矩阵的凸组合

本文研究了不同空间权重矩阵凸组合的空间面板Durbin模型。这些组合不仅存在于因变量的空间滞后中，也存在于解释变量的空间滞后中。此外，空间滞后的因变量和解释变量的组合系数可能不同。采用自适应MCMC采样方法对该模型进行贝叶斯估计。此外，本研究探讨了使用后验贝叶斯信息准则的模型选择问题。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.