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The efficiency of OLS estimator in the linear regression model with spatially correlated errors
Gotu, Butte - 1999
Persistent link: https://www.econbiz.de/10009793261
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The consistency of s2 in the linear regression model when the disturbances are spatially correlated
Gotu, Butte - 1999
Persistent link: https://www.econbiz.de/10009793262
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Outlier robust small area estimation under spatial correlation
Schmid, Timo; Tzavidis, Nikos; Münnich, Ralf T.; … - 2015
propose outlier robust small area methodology that allows for the presence of spatial correlation in the data. In particular …
Persistent link: https://www.econbiz.de/10010486950
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The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated
Gotu, Butte - 1998
Necessary and sufficient conditions for the equality of ordinary least squares and generalized least squares estimators in the linear regression model with firstorder spatial error processes are given.
Persistent link: https://www.econbiz.de/10010438763
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Spatial panel models of crop yield response to weather : econometric specification strategies and prediction performance
Yun, Seong Do; Gramig, Benjamin M. - In: Journal of agricultural and applied economics : JAEE 54 (2022) 1, pp. 53-71
Persistent link: https://www.econbiz.de/10013341776
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Estimation of regional transition probabilities for spatial dynamic microsimulations from survey data lacking in regional detail
Burgard, Jan Pablo; Krause, Joscha; Schmaus, Simon - 2019
Spatial dynamic microsimulations allow for the multivariate analysis of complex socioeconomic systems with geographic segmentation. For this, a synthetic replica of the system as base population is stochastically projected into future periods. Thereby, the projection is based on micro-level...
Persistent link: https://www.econbiz.de/10012012491
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Robust small area estimation under spatial non-stationarity
Baldermann, Claudia; Salvati, Nicola; Schmid, Timo - 2016
Geographically weighted small area methods have been studied in literature for small area estimation. Although these approaches are useful for the estimation of small area means efficiently under strict parametric assumptions, they can be very sensitive to outliers in the data. In this paper, we...
Persistent link: https://www.econbiz.de/10011455039
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Heteroskedasticity Consistent Covariance Matrix Estimators for Spatial Autoregressive Models
Taspinar, Suleyman - 2018
In the presence of heteroskedasticity, conventional test statistics based on the ordinary least square estimator lead to incorrect inference results for the linear regression model. Given that heteroskedasticity is common in cross-sectional data, the test statistics based on various forms of...
Persistent link: https://www.econbiz.de/10012931988
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Estimation of spatially correlated random scaling factors based on Markov random field priors
Razen, Alexander; Lang, Stefan; Santer, Judith - 2016
German real estate data and show that exploiting the spatial correlation of the scaling factors further improves the …
Persistent link: https://www.econbiz.de/10011578941
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Testing local versions of correlation coefficients
Kalogirou, Stamatis - 2010
The aim of this paper is to define and test local versions of standard correlation coefficients in statistical analysis … methods is still an open field for basic research. In this paper a local version of Pearson correlation coefficient is defined … correlation among two variables representing spatial data in the absence of a global correlation and vice versa. The application …
Persistent link: https://www.econbiz.de/10012171778