Three Essays On Spatial Econometrics
DOWNLOAD
Download Three Essays On Spatial Econometrics PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Three Essays On Spatial Econometrics book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Three Essays On Spatial Econometrics With An Emphasis On Testing
DOWNLOAD
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.
Three Essays In Spatial Econometrics
DOWNLOAD
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 In Spatial Econometrics And Labor Economics
DOWNLOAD
Author : Canh Quang Le
language : en
Publisher:
Release Date : 2009
Three Essays In Spatial Econometrics And Labor Economics written by Canh Quang Le and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
This dissertation is a combination of three essays on spatial econometrics and labor economics. Essays 1 and 2 developed double length regression (DLR) tests for testing functional form and spatial dependence, which includes spatial error dependence and spatial lag dependence. More specifically, these essays derive the DLR joint, DLR one-direction, and DLR conditional tests for testing functional forms and spatial dependence. The essays also provide empirical examples and Monte Carlo simulations to examine how the DLR tests perform in the empirical work and how the power of the DLR test depends on changes in functional form and spatial dependence. The results suggested that DLR tests work similarly to its Lagrangian Multiplier (LM) counterpart for testing functional form and spatial dependence in the empirical example and simulations. The DLR tests do not require the second-order derivatives of the log-likelihood function, so they provide practitioners an easy-to-use method to test for functional forms and spatial dependence. Essay 3 investigates the effects of fertility on parental labor force participation and labor supply in Vietnam. The essay uses instrumental variable (IV) probit models to estimate the effects of fertility on parental labor force participation and the IV models to estimate the effects of fertility on parental labor supply. Using the gender of the first child and the same gender of the first two children as two instrumental variables, this essay found negative effects of fertility on maternal labor force participation and labor supply. It also found positive effects of fertility on paternal labor force participation and labor supply. The results suggest that fertility had the specialization effect on parental labor force participation and labor supply in Vietnam. The homogeneity test results indicate that the magnitude of the effects of fertility on parental labor force participation and labor supply is different among parents and locations.
Three Essays On Spatial Econometrics
DOWNLOAD
Author : Xiaoyi Han
language : en
Publisher:
Release Date : 2014
Three Essays On Spatial Econometrics written by Xiaoyi Han and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
My job market paper, "Bayesian Estimation of a Spatial Autoregressive Model with an Unobserved Endogenous Spatial Weight Matrix and Unobserved Factors", examines the specification and estimation of the SAR model with new features. Motivated by the spillover effects of state medicaid spending on welfare programs, we combine all these new features together for the first time in the SAR model. Specifically, we focus on two ways of defining neighborliness (a source of unobserved spatial weight matrix W): one based on geographical distance and the other on "economic" distance. In this particular application, endogeneity of W comes from the correlation of economic distance and the disturbances in the SAR equation. Unobserved factors are introduced to control for common shocks to all states. For the estimation of the model, the Bayesian MCMC method is employed, which is also supported by simulation results. We find that a dollar increase in a state's neighbors' Medicaid related spending will increase its own Medicaid related spending by about 52 cents. Both geographical and economic distances are shown to have significant effects on the interaction strength of state Medicaid related spending. Our results suggest that in the context of Medicaid spending, welfare motivated move and yardstick competition are both sources of strategic interactions among state governments.
Three Essays On Spatial Econometric Models With Missing Data
DOWNLOAD
Author : Wei Wang
language : en
Publisher:
Release Date : 2010
Three Essays On Spatial Econometric Models With Missing Data written by Wei Wang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Abstract: This dissertation is composed of three essays on spatial econometric models with missing data. Spatial models that have a long history in regional science and geography have received substantial attention in various areas of economics recently. Applications of spatial econometric models prevail in urban, developmental and labor economics among others. In practice, an issue that researchers often face is the missing data problem. Although many solutions such as list-wise deletion and EM algorithm can be found in literature, most of them are either not suited for spatial models or hard to apply due to technical difficulties. My research focuses on the estimation of the spatial econometric models in the presence of missing data problems. The first chapter develops a GMM method based on linear moments for the estimation of mixed regressive, spatial autoregressive (MRSAR) models with missing observations in the dependent variables. The estimation method uses the expectation of the missing data, as a function of the observed independent variables and the parameters to be estimated, to replace the missing data themselves in the estimation. The proposed GMM estimators are shown to be consistent and asymptotically normal. Feasible optimal weighting matrix for the GMM estimation is given. We extend our estimation method to MRSAR models with heteroskedastic disturbances, high order MRSAR models and unbalanced spatial panel data models with random effects as well. From these extensions, we see that the proposed GMM method has more compatibility, compared with the conventional EM algorithm. The second chapter considers a group interaction model first proposed by Lee (2006); this model is a special case of the spatial autoregressive (SAR) models. It is a first attempt to estimate the model in a more general random sample setting, i.e. a framework in which only a random sample rather than the whole population in a group is available. We incorporate group heteroskedasticity along with the endogenous, exogenous and group fixed effects in the model. We prove that, under some basic assumptions and certain identification conditions, the quasi maximum likelihood (QML) estimators are consistent and asymptotically normal when the functional form of the group heteroskedasticity is known. Two types of misspecifications are considered, and, under each, the estimators are inconsistent. We also propose IV estimation in the case that the group heteroskedasticity is unknown. A LM test of group heteroskedasticity is given at the end. The third chapter considers the same group interaction model as that in the second chapter, but focuses on the large group interaction case and uses a random effects setting for the group specific characters. A GMM estimation framework using moment conditions from both within and between equations is applied to the model. We prove that under some basic assumptions and certain identification conditions, the GMM estimators are consistent and asymptotically normal, and the convergence rates of the estimators are higher than those of the estimators derived from the within equations only. Feasible optimal GMM estimators are proposed.
Three Essays On Spatial Econometrics And Empirical Industrial Organization
DOWNLOAD
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.
Three Essays In Applied Spatial And Time Series Econometrics
DOWNLOAD
Author : Omer Kara
language : en
Publisher:
Release Date : 2018
Three Essays In Applied Spatial And Time Series Econometrics written by Omer Kara and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.
Three Essays On The Spatial Autoregressive Model In Spatial Econometric
DOWNLOAD
Author : Qu, Xi
language : en
Publisher:
Release Date : 2013
Three Essays On The Spatial Autoregressive Model In Spatial Econometric written by Qu, Xi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
Chapter Two focuses on three classical tests, namely, Wald, LM, and LR, of spatial interactions in the simultaneous SAR Tobit model. We derive the asymptotic distributions of those three tests under both the null and the local alternative hypotheses, establish their asymptotic equivalence and local efficiency, and study finite sample properties using the Monte Carlo simulation. The tests are applied to an empirical example involving the school district income tax in Iowa in 2009. Among 361 school districts, 18.3 percent had rates of zero, so it fits the Tobit setting. Testing results indicate the existence of tax competition among neighboring school districts.
Three Essays In Spatial Economics
DOWNLOAD
Author : Ashley Elaine Hungerford
language : en
Publisher:
Release Date : 2014
Three Essays In Spatial Economics written by Ashley Elaine Hungerford and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
Three Essays On Modeling Land Use Change And Spatial Econometric Analysis Of Residential Property Value
DOWNLOAD
Author : Huiyan Lin
language : en
Publisher:
Release Date : 2006
Three Essays On Modeling Land Use Change And Spatial Econometric Analysis Of Residential Property Value written by Huiyan Lin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.