Staff Publications

Staff Publications

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    'Staff publications' is the digital repository of Wageningen University & Research

    'Staff publications' contains references to publications authored by Wageningen University staff from 1976 onward.

    Publications authored by the staff of the Research Institutes are available from 1995 onwards.

    Full text documents are added when available. The database is updated daily and currently holds about 240,000 items, of which 72,000 in open access.

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Record number 558489
Title The SLX model: Extensions and the sensitivity of spatial spillovers to W
Author(s) Halleck Vega, Sol Maria; Elhorst, J.P.
Source Papeles de Economia Espanola 152 (2017). - p. 34 - 50.
Publication type Non-refereed article in scientific journal
Publication year 2017
Keyword(s) spatial econometric models - parameterizing W - spillovers - testing
Abstract The spatial lag of X model, a linear regression model extended to include explanatory variables observed on neighboring cross-sectional units, is the simplest spatial econometric model producing flexible spatial spillover effects and the easiest model to parameterize the spatial weights matrix, denoted by W, describing the spatial arrangement of the units in the sample. Nevertheless, it has received relatively little attention in the theoretical and applied spatial econometrics literature. This study fills this gap by considering several extensions of its basic form. It is found that the claim made in many empirical studies that their results are robust to the specification of W. In addition, it is found that the common practice to adopt the same W for every spatial lag should be rejected. These findings are illustrated using a cigarette demand model based on panel date of 46 U.S. states over the period 1963 to 1992.
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