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The biggest myth in spatial econometrics

Lesage, James P.; Pace, R. Kelley - In: Econometrics : open access journal 2 (2014) 4, pp. 217-249

There is near universal agreement that estimates and inferences from spatial regression models are sensitive to particular specifications used for the spatial weight structure in these models. We find little theoretical basis for this commonly held belief, if estimates and inferences are based...

Persistent link: https://www.econbiz.de/10010479047

Measurement errors arising when using distances in microeconometric modelling and the individuals' position is geo-masked for confidentiality

Arbia, Giuseppa; Espa, Giuseppe; Giuliani, Diego - In: Econometrics : open access journal 3 (2015) 4, pp. 709-718

In many microeconometric models we use distances. For instance, in modelling the individual behavior in labor economics or in health studies, the distance from a relevant point of interest (such as a hospital or a workplace) is often used as a predictor in a regression framework. However, in...

Persistent link: https://www.econbiz.de/10011411576

Indirect inference estimation of spatial autoregressions

Bao, Yong; Liu, Xiaotian; Yang, Lihong - In: Econometrics : open access journal 8 (2020) 3/34, pp. 1-26

The ordinary least squares (OLS) estimator for spatial autoregressions may be consistent as pointed out by Lee (2002), provided that each spatial unit is influenced aggregately by a significant portion of the total units. This paper presents a unified asymptotic distribution result of the...

Persistent link: https://www.econbiz.de/10012295878

Modelling and diagnostics of spatially autocorrelated counts

Jung, Robert; Glaser, Stephanie - In: Econometrics : open access journal 10 (2022) 3, pp. 1-17

This paper proposes a new spatial lag regression model which addresses global spatial autocorrelation arising from cross-sectional dependence between counts. Our approach offers an intuitive interpretation of the spatial correlation parameter as a measurement of the impact of neighbouring...

Persistent link: https://www.econbiz.de/10013459466

Ranking leading econometrics journals using citations data from ISI and RePEc

Chang, Chia-Lin; McAleer, Michael - In: Econometrics : open access journal 1 (2013) 3, pp. 217-235

econometrics journals taken from the Thomson Reuters ISI Web of Science (ISI) Category of Economics, using citations data from ISI …

Persistent link: https://www.econbiz.de/10010236715

Computational complexity and parallelization in Bayesian econometric analysis

Baştürk, Nalan; Casarin, Roberto; Ravazzolo, Francesco; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10011504585

Spatial econometrics : a rapidly evolving discipline

Arbia, Giuseppe - In: Econometrics : open access journal 4 (2016) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10011504601

Enhanced methods of seasonal adjustment

Pollock, David Stephen G. - In: Econometrics : open access journal 9 (2021) 1/3, pp. 1-23

The effect of the conventional model-based methods of seasonal adjustment is to nullify the elements of the data that reside at the seasonal frequencies and to attenuate the elements at the adjacent frequencies. It may be desirable to nullify some of the adjacent elements instead of merely...

Persistent link: https://www.econbiz.de/10012404611

Bayesian model averaging with the integrated nested laplace approximation

Gómez-Rubio, Virgilio; Bivand, Roger; Rue, Håvard - In: Econometrics : open access journal 8 (2020) 2/23, pp. 1-15

paper, we review the use of BMA with INLA and propose a new example on spatial econometrics models. …

Persistent link: https://www.econbiz.de/10012265449

Teaching graduate (and undergraduate) econometrics : some sensible shifts to improve efficiency, effectiveness, and usefulness

Arkes, Jeremy - In: Econometrics : open access journal 8 (2020) 3/36, pp. 1-23

econometrics could become more effective, I propose a redesign of graduate econometrics that would better serve most students and … Angrist and Pischke's recommendations be adopted for graduate econometrics. In addition, I recommend further shifts in … Pischke's recommendations for undergraduate econometrics, as well as further reductions in complexity. …

Persistent link: https://www.econbiz.de/10012295980

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