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Forecasting regional labour market developments under spatial heterogeneity and spatial autocorrelation
Longhi, Simonetta; Nijkamp, Peter - 2005
error models – to correct for misspecification due to neglected spatial autocorrelation in the data set. Our empirical …
Persistent link: https://www.econbiz.de/10011343272
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Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - 2014
We introduce a new model for time-varying spatial dependence. The model extends the well-known static spatial lag model. All parameters can be estimated conveniently by maximum likelihood. We establish the theoretical properties of the model and show that the maximum likelihood estimator for the...
Persistent link: https://www.econbiz.de/10010391531
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Smooth transition spatial autoregressive models
Andree, Bo Pieter Johannes; Blasques, Francisco; … - 2017
geometric ergodicity of the model. Simulation results justify the use of limit theory in empirically relevant settings. The …
Persistent link: https://www.econbiz.de/10011658755
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Exponential or power distance-decay for commuting? : an alternative specification
Vries, Jacob J. de; Nijkamp, Peter; Rietveld, Piet - 2004
In this paper we determine the effect of transport cost on commuting flows, on the basis of an analysis of home … of commuting reaches a value of –4 for distances around 24 km, while it is close to 0 for both very short and very long … predictions concerning the effect of infrastructure improvements on commuting flows. …
Persistent link: https://www.econbiz.de/10011338003
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Difference-in-differences techniques for spatial data : local autocorrelation and spatial interaction
Delgado, Michael S.; Florax, Raymond J. G. M. - 2015
We consider treatment effect estimation via a difference-in-difference approach for data with local spatial interaction such that the outcome of observed units depends on their own treatment as well as on the treatment status of proximate neighbors. We show that under standard assumptions...
Persistent link: https://www.econbiz.de/10011301196
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Exponential or power distance-decay for commuting? : An alternative specification
Vries, Jacob J. de; Nijkamp, Peter; Rietveld, Piet - 2004
Persistent link: https://www.econbiz.de/10002200969
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The spatial distribution of economic activities in Italy
Dominicis, Laura de; Arbia, Giuseppe; Groot, Henri L. F. de - 2007
Existing indices measuring the spatial distribution of economic activity such as the Krugman Specialisation Index, the Hirschmann-Herfindahl index and the Ellison-Glaeser index typically do not take into account the spatial structure of the data. In this paper, we first consider traditional...
Persistent link: https://www.econbiz.de/10011373826
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Misspecification in linear spatial regression models
Florax, Raymond J. G. M.; Nijkamp, Peter - 2003
, referring to both heterogeneity and interdependence of phenomena occurring in two-dimensional space. Spatial autocorrelation or …
Persistent link: https://www.econbiz.de/10011334352
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The use of spatial filtering techniques : the spatial and space-time structure of German unemployment data
Patuelli, Roberto; Griffith, Daniel A.; Tiefelsdorf, Michael - 2006
as employment, requires an understanding of spatial (or spatio-temporal) autocorrelation effects associated with a … deal with the analysis of and accounting for spatial autocorrelation by means of spatial filtering t! echniques for data …
Persistent link: https://www.econbiz.de/10011349204
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Spillover dynamics for systemic risk measurement using spatial financial time series models : conference paper
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - 2014
A new model for time-varying spatial dependencies is introduced. It forms an extension to the popular spatial lag model and can be estimated conveniently by maximum likelihood. The spatial dependence parameter is assumed to follow a generalized autoregressive score (GAS) process. The theoretical...
Persistent link: https://www.econbiz.de/10010491085