Spatial Panel Data Model | Spatial error model | Spatial Lag Model | Spatial Weight Matrix Model

0:00 Introduction
2:34 Space dimension
3:25 How to estimate spacial dimensions? how to test spacial correlation or not
4:16 Spacial panel data model
4:22 Cross sectional regression
4:44 Spacial model, spacial error model
5:56 Vector u
17:37 Spacial lag model
28:42: Spacial Model : 1) Spacial error model 2) Spacial lag model
29:04 Spacial Weight matrix Spacial W Matrix
35:45 Estimate beta hats with spacial weight matrix
36:15 GLS Model
37:07 Spatial error component regression model
39:11 Spatial model on Stata US Electricity usage data set
42:49 Spatial error model (SEM) Stata example xtset xtreg
53:10 Spatial lag model (SLM) Stata example
1:03:03 Spatial Weight Matrix
1:09:35 Home work 8
1:17:53 Spacial Model extensions
1:18:35 Model or Combination of error and lag model or Spacial Auto Correlation (SAC) in STATA
1:19:32 Generalized Spatial Random Effect (GSPRE) Model.
1:20 58 Generalized Spatial Random Effect (GSPRE) Model on STATA
1:21:25 Spacial lag and time lag extension
1:23:00 Spacial lag and time lag extension is Dynamic SAR Model on STATA
1:25:00 Spacial Test
1:26:09 Breusch and Pagan (1980) LM spacial test.
1:29:52 Breusch and Pagan (1980) Test or BP Test XT Test2 on STATA
1:31: 29 Pesaran CD test on STATA xtpcd, pesaran
1:32:25 Pesaran CD test Null hypothesis
1:33:58 Large dimensional panel data econometrics: Testing, Estimation, and Structural Changes. Feng qu and Chihwa Kao.
1:45:33 Difference in difference and Tobit and Heckman model
1:46:32 Exam