Publikation: Group Interaction in Research and the Use of General Nesting Spatial Models
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2016
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BALTAGI, Badi H., ed., James P. LESAGE, ed., R. Kelley PACE, ed.. Spatial Econometrics: Qualitative and Limited Dependent Variables. Bingley: Emerald, 2016, pp. 223-258. Advances in Econometrics. 37. ISBN 978-1-78560-986-2. Available under: doi: 10.1108/S0731-905320160000037016
Zusammenfassung
This paper tests the feasibility and empirical implications of a spatial econometric model with a full set of interaction effects and weight matrix defined as an equally weighted group interaction matrix applied to research productivity of individuals. We also elaborate two extensions of this model, namely with group fixed effects and with heteroskedasticity. In our setting, the model with a full set of interaction effects is overparameterised: only the SDM and SDEM specifications produce acceptable results. They imply comparable spillover effects, but by applying a Bayesian approach taken from LeSage (2014), we are able to show that the SDEM specification is more appropriate and thus that colleague interaction effects work through observed and unobserved exogenous characteristics common to researchers within a group.
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Fachgebiet (DDC)
330 Wirtschaft
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Spacial econometrics, Identification, Heteroskedasticity, Group fixed effects, Interaction effects, Research productivity
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BURRIDGE, Peter, J. Paul ELHORST, Katarina ZIGOVA, 2016. Group Interaction in Research and the Use of General Nesting Spatial Models. In: BALTAGI, Badi H., ed., James P. LESAGE, ed., R. Kelley PACE, ed.. Spatial Econometrics: Qualitative and Limited Dependent Variables. Bingley: Emerald, 2016, pp. 223-258. Advances in Econometrics. 37. ISBN 978-1-78560-986-2. Available under: doi: 10.1108/S0731-905320160000037016BibTex
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year={2016},
doi={10.1108/S0731-905320160000037016},
title={Group Interaction in Research and the Use of General Nesting Spatial Models},
number={37},
isbn={978-1-78560-986-2},
publisher={Emerald},
address={Bingley},
series={Advances in Econometrics},
booktitle={Spatial Econometrics: Qualitative and Limited Dependent Variables},
pages={223--258},
editor={Baltagi, Badi H. and Lesage, James P. and Pace, R. Kelley},
author={Burridge, Peter and Elhorst, J. Paul and Zigova, Katarina}
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