Spatial And Spatiotemporal Econometrics
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Spatial And Spatiotemporal Econometrics
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Author : J.P. LeSage
language : en
Publisher: Elsevier
Release Date : 2004-12-30
Spatial And Spatiotemporal Econometrics written by J.P. LeSage and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-12-30 with Business & Economics categories.
This volume focuses on econometric models that confront estimation and inference issues occurring when sample data exhibit spatial or spatiotemporal dependence. This can arise when decisions or transactions of economic agents are related to the behaviour of nearby agents. Dependence of one observation on neighbouring observations violates the typical assumption of independence made in regression analysis. Contributions to this volume by leading experts in the field of spatial econometrics provide details regarding estimation and inference based on a variety of econometric methods including, maximum likelihood, Bayesian and hierarchical Bayes, instrumental variables, generalized method of moments, maximum entropy, non-parametric and spatiotemporal. An overview of spatial econometric models and methods is provided that places contributions to this volume in the context of existing literature. New methods for estimation and inference are introduced in this volume and Monte Carlo comparisons of existing methods are described. In addition to topics involving estimation and inference, approaches to model comparison and selection are set forth along with new tests for spatial dependence and functional form. These methods are applied to a variety of economic problems including: hedonic real estate pricing, agricultural harvests and disaster payments, voting behaviour, identification of edge cities, and regional labour markets. The volume is supported by a web site containing data sets and software to implement many of the methods described by contributors to this volume.
Introduction To Spatial Econometrics
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Author : James LeSage
language : en
Publisher: CRC Press
Release Date : 2009-01-20
Introduction To Spatial Econometrics written by James LeSage and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-20 with Business & Economics categories.
Although interest in spatial regression models has surged in recent years, a comprehensive, up-to-date text on these approaches does not exist. Filling this void, Introduction to Spatial Econometrics presents a variety of regression methods used to analyze spatial data samples that violate the traditional assumption of independence between observat
Spatial Econometrics Methods And Models
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Author : L. Anselin
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Spatial Econometrics Methods And Models written by L. Anselin 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 2013-03-09 with Business & Economics categories.
Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.
Spatial Econometrics
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Author : Giuseppe Arbia
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-11-14
Spatial Econometrics written by Giuseppe Arbia 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 2008-11-14 with Business & Economics categories.
Spatial Econometrics is a rapidly evolving field born from the joint efforts of economists, statisticians, econometricians and regional scientists. The book provides the reader with a broad view of the topic by including both methodological and application papers. Indeed the application papers relate to a number of diverse scientific fields ranging from hedonic models of house pricing to demography, from health care to regional economics, from the analysis of R&D spillovers to the study of retail market spatial characteristics. Particular emphasis is given to regional economic applications of spatial econometrics methods with a number of contributions specifically focused on the spatial concentration of economic activities and agglomeration, regional paths of economic growth, regional convergence of income and productivity and the evolution of regional employment. Most of the papers appearing in this book were solicited from the International Workshop on Spatial Econometrics and Statistics held in Rome (Italy) in 2006.
New Directions In Spatial Econometrics
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Author : Luc Anselin
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
New Directions In Spatial Econometrics written by Luc Anselin 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 2012-12-06 with Business & Economics categories.
The promising new directions for research and applications described here include alternative model specifications, estimators and tests for regression models and new perspectives on dealing with spatial effects in models with limited dependent variables and space-time data.
Spatial Econometrics Spatial Autoregressive Models
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Author : Lung-fei Lee
language : en
Publisher: World Scientific
Release Date : 2023-10-16
Spatial Econometrics Spatial Autoregressive Models written by Lung-fei Lee and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-16 with Business & Economics categories.
This is the most recently developed book in Spatial Econometrics which cover important models and estimation methods. Its coverage is rather broad, and some of the topics covered have only been developed in the recent econometric literature in spatial econometrics.The book summarizes our devoted efforts on spatial econometrics that represent joint contributions with former PhD advisees from the Ohio State University in Columbus, Ohio, USA.The coverage is comprehensive and there are a total of sixteen chapters from basic statistics and statistical theory of linear-quadratic forms, law of large numbers (LLN) and central limit theory (CLT) on martingales to nonlinear spatial mixing and spatial near-epoch dependence theories, which can justify the statistic inferences for various spatial models and their estimation. New estimation and testing approaches in empirical likelihood and general empirical likelihood, and Bootstrapping are presented. Model selection is also discussed in this book. In addition to the popular spatial autoregressive models, there are chapters on multivariate SAR models, simultaneous SAR models, and panel dynamic spatial models. Recent econometric developments on intertemporal spatial models with rational expectations and flows data in trade theory will also be included. In terms of statistics, classical estimation, testing and inference are the main concerns, and we provide classical inference for the justification of Bayesian simulation approaches.
Spatial Econometrics
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Author : Harry Kelejian
language : en
Publisher: Academic Press
Release Date : 2017-07-20
Spatial Econometrics written by Harry Kelejian and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-20 with Business & Economics categories.
Spatial Econometrics provides a modern, powerful and flexible skillset to early career researchers interested in entering this rapidly expanding discipline. It articulates the principles and current practice of modern spatial econometrics and spatial statistics, combining rigorous depth of presentation with unusual depth of coverage. Introducing and formalizing the principles of, and ‘need’ for, models which define spatial interactions, the book provides a comprehensive framework for almost every major facet of modern science. Subjects covered at length include spatial regression models, weighting matrices, estimation procedures and the complications associated with their use. The work particularly focuses on models of uncertainty and estimation under various complications relating to model specifications, data problems, tests of hypotheses, along with systems and panel data extensions which are covered in exhaustive detail. Extensions discussing pre-test procedures and Bayesian methodologies are provided at length. Throughout, direct applications of spatial models are described in detail, with copious illustrative empirical examples demonstrating how readers might implement spatial analysis in research projects. Designed as a textbook and reference companion, every chapter concludes with a set of questions for formal or self--study. Finally, the book includes extensive supplementing information in a large sample theory in the R programming language that supports early career econometricians interested in the implementation of statistical procedures covered. Combines advanced theoretical foundations with cutting-edge computational developments in R Builds from solid foundations, to more sophisticated extensions that are intended to jumpstart research careers in spatial econometrics Written by two of the most accomplished and extensively published econometricians working in the discipline Describes fundamental principles intuitively, but without sacrificing rigor Provides empirical illustrations for many spatial methods across diverse field Emphasizes a modern treatment of the field using the generalized method of moments (GMM) approach Explores sophisticated modern research methodologies, including pre-test procedures and Bayesian data analysis
The Econometric Analysis Of Non Stationary Spatial Panel Data
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Author : Michael Beenstock
language : en
Publisher: Springer
Release Date : 2019-03-27
The Econometric Analysis Of Non Stationary Spatial Panel Data written by Michael Beenstock and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-27 with Business & Economics categories.
This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical values for panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent. The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel.
Spatial Econometrics
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Author : J. Paul Elhorst
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-09-30
Spatial Econometrics written by J. Paul Elhorst 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 2013-09-30 with Business & Economics categories.
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.
Spatial Econometrics
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Author : Jean H. P. Paelinck
language : en
Publisher:
Release Date : 1979
Spatial Econometrics written by Jean H. P. Paelinck and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Business & Economics categories.
General principles; Specification and identification; Estimation; Hypothesis testing and spatial autocorrelation; Some empirical results; Outlook.