Abstract
We introduce panel models and identify its link to spatial-temporal models. Both models are characterized and differentiated through the variance-covariance matrix of the disturbance term. The resulting estimates or tests are as complicated as the nature of the said variance-covariance matrix. Some iterative methods typically used in computational statistics are also presented. These methods are used in conducting statistical inference for spatial-temporal models.
| Original language | English |
|---|---|
| Pages (from-to) | 1-20 |
| Number of pages | 20 |
| Journal | The Philippine Statistician |
| Volume | 66 |
| Issue number | 1 |
| Publication status | Published - 2017 |
| Externally published | Yes |
Keywords
- Additive models
- Backfitting algorithm
- Forward search algorithm
- Isotonic regression
- Panel data
- Spatial-temporal model
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