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Spatial Instrumental Variables×משתני עזר (Instrumental Variables) בנתוני פאנל (Panel Data IV / 2SLS)×
תחוםהסקה סיבתיתהסקה סיבתית
משפחהRegression modelRegression model
שנת המקור1988-19981978-1991
הוגה השיטהKelejian & Prucha (generalized spatial 2SLS); Anselin (spatial econometrics framework)Hausman (1978); Anderson & Hsiao (1982); Arellano & Bond (1991)
סוגQuasi-experimental causal inference with spatial dependenceCausal inference / panel regression
מקור מכונןKelejian, H. H., & Prucha, I. R. (1998). A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances. Journal of Real Estate Finance and Economics, 17(1), 99-121. DOI ↗Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277-297. DOI ↗
כינוייםSpatial IV, Spatial 2SLS, Spatial Two-Stage Least Squares, S-IVPanel IV, Panel 2SLS, Within-IV, Fixed-Effects IV
קשורות64
תקצירSpatial Instrumental Variables (Spatial IV) is a causal inference method for settings where units — regions, firms, neighborhoods — are spatially interdependent, creating endogeneity that standard IV approaches ignore. It constructs instruments from the spatially lagged values of exogenous characteristics of neighboring units, then applies two-stage least squares to recover unbiased causal estimates in the presence of both endogenous regressors and spatial autocorrelation.Panel data instrumental variables combines the bias-correcting power of instrumental variables (IV) with the within-unit variation exploited by panel data methods. It addresses endogeneity — omitted variables, reverse causation, or measurement error — in longitudinal settings where observations are repeated across units and time. Seminal contributions come from Hausman (1978) on specification testing and Arellano and Bond (1991) on GMM-based panel IV.
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ScholarGateהשוואת שיטות: Spatial Instrumental Variables · Panel Data Instrumental Variables. אוחזר בתאריך 2026-06-18 מתוך https://scholargate.app/he/compare