Spatial Econometrics: From Cross-Sectional Data to Spatial Panels
Springer Science & Business Media, Sep 30, 2013 - 119 páginas
This book provides an overview of three generations of spatial econometric models: models based on cross-sectional data, static models based on spatial panels and dynamic spatial panel data models. The book not only presents different model specifications and their corresponding estimators, but also critically discusses the purposes for which these models can be used and how their results should be interpreted.
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3 Spatial Panel Data Models
Models Methods and Inferences
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Anselin asymptotic variance autoregressive process bias correction coefficient estimates covariance matrix cross-sectional ð Þ denotes diagonal elements direct and indirect dynamic spatial panel effects estimates Elhorst JP empirical endogenous endogenous interaction effects equation exogenous explanatory variables Fingleton fixed coefficients fixed effects model GMM estimator GNS model indirect effects lagged dependent variable Lee and Yu LeSage and Pace likelihood function linear LM tests log-likelihood function ML estimator model with spatial Multilevel models neighboring panel data models parameter estimates problem quasi-maximum likelihood random coefficients model random effects model regression model restrictions SAC model sample SDEM models seemingly unrelated regressions spatial autocorrelation spatial autoregressive model spatial dependence spatial Durbin model spatial econometric models spatial error model spatial fixed effects spatial interaction effects spatial lag model spatial panel data spatial spillover effect spatial units spatial weights matrix spatially lagged dependent t-values time-period fixed effects Wald test zero