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Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices

Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2019

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

Persistent link: https://www.econbiz.de/10011983664

Estimation and Inference for Spatial Models with Heterogeneous Coefficients : An Application to U.S. House Prices

Aquaro, Michele - 2019

Persistent link: https://www.econbiz.de/10012890630

Estimation and Inference for Spatial Models with Heterogeneous Coefficients : An Application to U.S. House Prices

Aquaro, Michele - 2020

This paper considers the estimation and inference of spatial panel data models with heterogeneous spatial lag …) estimation procedure is developed and the conditions for identification of the spatial coefficients are derived. The QML …

Persistent link: https://www.econbiz.de/10012849871

Spatial and temporal diffusion of house prices in the UK

Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2009

Persistent link: https://www.econbiz.de/10003943480

Spatial and temporal diffusion of house prices in the UK

Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2009

Persistent link: https://www.econbiz.de/10003944034

Spatial and temporal diffusion of house prices in the UK

Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2010

This paper provides a method for the analysis of the spatial and temporal diffusion of shocks in a dynamic system. We use changes in real house prices within the UK economy at the level of regions to illustrate its use. Adjustment to shocks involves both a region specific and a spatial effect....