Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10012096008
Recent research on integrated econometric+input-output modeling for regional economies is reviewed. The motivations for and the alternative methodological approaches to this type of analysis are examined. Particular attention is given to the issues arising from multiregional linkages and spatial...
Persistent link: https://www.econbiz.de/10005382027
This paper explores the implications that spatial effects can hold for the application of measures of "&sgr;"-convergence. The bias of a common indicator of "&sgr;"-convergence is examined for a family of spatial process models including: [a] spatial lag, [b] spatial error, and [c] spatial moving...
Persistent link: https://www.econbiz.de/10005266681
Persistent link: https://www.econbiz.de/10005186098
Persistent link: https://www.econbiz.de/10010642372
This note implements a novel approach to formalizing spatial externalities by employing spatial econometric methods that combine spatial dependence in the form of spatial autoregressive processes and spatial heterogeneity in the form of spatial regimes. The results confirm earlier findings that...
Persistent link: https://www.econbiz.de/10014143586
This note implements a novel approach to formalizing spatial externalities by employing spatial econometric methods that combine spatial dependence in the form of spatial autoregressive processes and spatial heterogeneity in the form of spatial regimes. The results confirm earlier findings that...
Persistent link: https://www.econbiz.de/10005758189
In this paper, I give a personal view on the development of the field of spatial econometrics during the past 30 years. I argue that it has moved from the margins to the mainstream of applied econometrics and social science methodology. I distinguish three broad phases in the development, which...
Persistent link: https://www.econbiz.de/10008473180
type="main" xml:lang="es" <title type="main">Resumen</title> <p>En este artículo investigamos las propiedades de muestra finitas del estadístico de la prueba I de Moran para la autocorrelación espacial en modelos tobit como los sugeridos por Kelejian y Prucha. Con esto llenamos un vacío en la literatura teórica mediante...</p>
Persistent link: https://www.econbiz.de/10011085936