Time-series cross-section (TSCS) data are prevalent in political science, yet many distinct challenges presented by TSCS remain underaddressed. We focus on how dependence both space and time complicates estimating either spatial or temporal dependence, dynamics, effects. Little is known about modeling one of cross-sectional well while neglecting the other affects results analysis. demonstrate a...

This paper examines the use of autoregressive distributed lag (ARDL) models for the analysis of long-run relations when the underlying variables are I(1). It shows that after appropriate augmentation of the order of the ARDL model, the OLS estimators of the short-run parameters are p T -consistent with the asymptotically singular covariance matrix, and the ARDL-based estimators of the long-run ...