To enhance the measurement of economic and financial spillovers, we bring together the
spatial and global vector autoregressive (GVAR) classes of econometric models by …

The debate on the environmental effects of foreign direct investment (FDI) has long been
overdue but remains inconclusive. One key reason is that existing studies have focused …

Modeling responses on the nodes of a large-scale network is an important task that arises
commonly in practice. This paper proposes a community network vector autoregressive …

This paper considers a varying-coefficient spatial dynamic panel data model with fixed
effects. We show that a two-point approximation method poses a potential weak …

We examine spatial spillovers in violent crime and its under-reporting in Bogotá, Colombia,
using a cuadrante (quadrant) level data. To model spatial spillovers, we use a spatial panel …

This paper introduces new spatial stochastic frontier models to examine Spanish provinces'
efficiency and its evolution over the period 2000–2013. We use a heteroscedastic version of …

Applying a global DEA model based on non-radial directional distance function, this paper
constructs a comprehensive efficiency index to estimate green development level and …

With the development of the internet, network data with replications can be collected at
different time points. The spatial autoregressive panel (SARP) model is a useful tool for …

Population growth and loss of environmental capacities for food production have rendered
the realization of food security a more complicated task as compared to the previous …

The contribution of this paper is twofold. Firstly, it introduces novel regression models that
combine two important areas of the methodological development in panel data analysis …