Essays In Spatial Econometrics
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Essays In Spatial Econometrics
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Author :
language : en
Publisher:
Release Date : 2005
Essays In Spatial Econometrics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Bankruptcy categories.
Essays On Spatial Econometrics
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Author : Saruta Benjanuvatra
language : en
Publisher:
Release Date : 2012
Essays On Spatial Econometrics written by Saruta Benjanuvatra and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
Econometric Advances In Spatial Modelling And Methodology
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Author : Daniel A. Griffith
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Econometric Advances In Spatial Modelling And Methodology written by Daniel A. Griffith and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Business & Economics categories.
The purpose of models is not to fit the data but to sharpen the questions. S. Karlin, 11th R. A. Fisher Memorial Lecture, Royal Society, 20 April 1983 We are proud to offer this volume in honour of the remarkable career of the Father of Spatial Econometrics, Professor Jean Paelinck, presently of the Tinbergen Institute, Rotterdam. Not one to model solely for the sake of modelling, the above quotation nicely captures Professor Paelinck's unceasing quest for the best question for which an answer is needed. His FLEUR model has sharpened many spatial economics and spatial econometrics questions! Jean Paelinck, arguably, is the founder of modem spatial econometrics, penning the seminal introductory monograph on this topic, Spatial Econometrics, with Klaassen in 1979. In the General Address to the Dutch Statistical Association, on May 2, 1974, in Tilburg, "he coined the term [spatial econometrics] to designate a growing body of the regional science literature that dealt primarily with estimation and testing problems encountered in the implementation of multiregional econometric models" (Anselin, 1988, p. 7); he already had introduced this idea in his introductory report to the 1966 Annual Meeting of the Association de Science Regionale de Langue Fran~aise.
Two Essays On Spatial Econometrics
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Author : Yevgeniy A. Yuzefovich
language : en
Publisher:
Release Date : 2003
Two Essays On Spatial Econometrics written by Yevgeniy A. Yuzefovich and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with categories.
Three Essays On Spatial Econometrics With An Emphasis On Testing
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Author : Yu-Hsien Kao
language : en
Publisher:
Release Date : 2016
Three Essays On Spatial Econometrics With An Emphasis On Testing written by Yu-Hsien Kao and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
Essays On Spatial Econometrics
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Author : Osman Dogan
language : en
Publisher:
Release Date : 2015
Essays On Spatial Econometrics written by Osman Dogan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
Essays In Spatial Econometrics
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Author : Yang Yang (Econometrics researcher)
language : en
Publisher:
Release Date : 2022
Essays In Spatial Econometrics written by Yang Yang (Econometrics researcher) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with Econometrics categories.
Spatial econometrics models, especially the spatial autoregressive (SAR) model and its extension to panel settings had been used widely in empirical research in several different fields, especially when we need to capture the effects from networks. However, more empirical researchers are focusing on new questions where the linear spatial econometrics models could not handle. My dissertation tries to extend traditional models to capture two types of effect: risk spillover through financial networks and heterogeneous peer effect through social networks, and develops likelihood approach to estimate these models. Chapter 1 tries to incorporate risk spillover effect with GARCH type models. By introducing both intra-temporal and inter-temporal risk spillover through network, we propose a new multivariate conditional volatility model. For stationary case, the model can capture the dynamic of conditional heteroskedasticity structure when there are long-run stable links among multiple markets, and it is easy to be estimated consistently by QMLE approach. By Monte Carlo simulations, we show good finite sample performance when n/T → 0. When applying the model to monthly stock return innovations of 11 eurozone countries from March 1999 to April 2021, by using geographical and institutional links to capture the network between the countries, the performance of our model dominates single variate GARCH(1,1), EGARCH(1,1) and multivariate GARCH with both constant correlation and dynamic conditional correlation settings by likelihood values and AIC criteria. ii Chapter 2 considers social interaction models with group fixed effects and observed heterogeneity among agents. By likelihood approach, with the control of group-level confounding effects of the common variables, both heterogeneous endogenous peer effects and exogenous contextual effects can be identified and estimated consistently. Under some regularity assumptions, we prove the consistency and asymptotic normality of the QMLE. Monte Carlo simulation results show that our QMLE has good finite sample performance. For an application, we investigate the China Education Panel Survey (CEPS) and focus on gender heterogeneity on academic achievement of Grade 8 students in junior high school. We capture significant gender disparities in peer effects from gender subgroups in a classroom. Besides, female students’ test scores are more subject to both female and male peers’ average achievement.
Three Essays In Spatial Econometrics
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Author :
language : en
Publisher:
Release Date : 2012
Three Essays In Spatial Econometrics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
Three Essays On Spatial Econometrics And Empirical Industrial Organization
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Author : Sang-Yeob Lee
language : en
Publisher:
Release Date : 2008
Three Essays On Spatial Econometrics And Empirical Industrial Organization written by Sang-Yeob Lee and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Econometrics categories.
Abstract: The first essay explores the consequences of misspecified spatial interdependence structure in SAR models with a row-normalized weight matrix. I provide the analytical formulae for the asymptotic biases of the OLS estimator when a spatial weight matrix is over-specified, under-specified, or omitted in a simple linear regression model. I then design Monte Carlo experiments to study how a misspecified spatial weight matrix in the SAR model might impact the finite sample properties of the 2SLSE and MLE. The major finding is that an "over-specification" of the weight matrix causes less bias in 2SLSE and MLE as well as lower RMSE than an "under-specification." The results also strongly suggest that goodness of fit measures such as adjusted R-square and log-likelihood can serve as selection criteria for the choice of a spatial weight matrix. In the second essay, I consider the effectiveness of Wald, distance difference, minimum Chi-square, and gradient tests within GMM framework in selecting different specifications of spatial weights in SAR models. The two major results I obtain are (1) that for each of the five tests, GMM framework significantly improves the empirical power of the tests over 2SLS framework, and (2) that when performed in GMM framework, all five tests have suitable empirical size and power with similar performance outcomes. Finally, the third essay investigates the nature of competition in the retail gasoline market using a two year panel data of weekly prices for gas stations in San Diego County. I use IV methods to estimate several spatial autoregressive (SAR) models of stations' price reaction functions after specifying spatial weights based on distance between stations. By using the SAR model, I am able to identify that the brand of competing stations and their relative geographic proximity to the original station are important factors in explaining price variation across gasoline stations, as opposed to just the number of competing stations.
Essays On Spatial Econometrics Of The Housing Market
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Author : Bing Zhu
language : en
Publisher:
Release Date : 2011
Essays On Spatial Econometrics Of The Housing Market written by Bing Zhu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.