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Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression
Martellosio, Federico - Volkswirtschaftliche Fakultät, … - 2008
This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear … regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases … analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of …
Persistent link: https://www.econbiz.de/10005789697
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Control Variates for Quantile Estimation
Hsu, Jason C.; Nelson, Barry L. - In: Management Science 36 (1990) 7, pp. 835-851
New point and interval estimators for quantiles that employ a control variate are introduced. The properties of these estimators do not depend on the usual assumption of joint normality between the random variable of interest and the control. Illustrative examples for queueing and stochastic...
Persistent link: https://www.econbiz.de/10009191658
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Tests based on t-statistics for IV regression with weak instruments
Mills, Benjamin; Moreira, Marcelo J.; Vilela, Lucas P. - In: Journal of Econometrics 182 (2014) 2, pp. 351-363
small as two, their power is reasonably close to the power envelopes for similar and non-similar tests which are invariant …-sided conditional t-tests found in Andrews et al. (2007). We show these tests have bad power because the conditional null distributions …
Persistent link: https://www.econbiz.de/10011052301
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How do built-environment factors affect travel behavior? A spatial analysis at different geographic scales
Hong, Jinhyun; Shen, Qing; Zhang, Lei - In: Transportation 41 (2014) 3, pp. 419-440
Much of the literature shows that a compact city with well-mixed land use tends to produce lower vehicle miles traveled (VMT), and consequently lower energy consumption and less emissions. However, a significant portion of the literature indicates that the built environment only generates some...
Persistent link: https://www.econbiz.de/10010989508
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The market value of cultural heritage in urban areas: an application of spatial hedonic pricing
Lazrak, Faroek; Nijkamp, Peter; Rietveld, Piet; … - In: Journal of Geographical Systems 16 (2014) 1, pp. 89-114
The current literature often values intangible goods like cultural heritage by applying stated preference methods. In recent years, however, the increasing availability of large databases on real estate transactions and listed prices has opened up new research possibilities and has reduced...
Persistent link: https://www.econbiz.de/10010989750
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How helpful are spatial effects in forecasting the growth of Chinese provinces?
Girardin, Eric; Kholodilin, Konstantin A. - In: Journal of Forecasting 30 (2011) 7, pp. 622-643
In this paper, we make multi-step forecasts of the annual growth rates of the real gross regional product (GRP) for each of the 31 Chinese provinces simultaneously. Beside the usual panel data models, we use panel models that explicitly account for spatial dependence between the GRP growth...
Persistent link: https://www.econbiz.de/10010990711
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How important is access to employment offices in Spain? An urban and non-urban perspective
Suárez Cano, Patricia; Mayor Fernández, Matías; … - In: INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH (2011) 21, pp. 119-140
The aim of this paper is to analyze the effect of the accessibility to employment offices on local unemployment rates according to the distribution of three different types of municipalities: large urban, small urban and non-urban. We built a new accessibility measure taking into account the...
Persistent link: https://www.econbiz.de/10010992114
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Regional inequality in Mexico’s central region. An exploratory spatial analysis of the productivity at the municipal level during 1988-2003
Valdivia López, Marcos - In: INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH (2008) 13, pp. 5-34
This essay employs nonparametric and spatial techniques commonly used in the Spatial Economics literature to study the labor productivity of the central region of Mexico at the municipio (county) level. In particular, we measure the spatial autocorrelation of the labor productivity and use a...
Persistent link: https://www.econbiz.de/10010992174
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Space Econometry: new techniques for the regional analysis. An application to the European regions
Moreno, Rosina; Vayá Valcarcel, Esther - In: INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH (2002) 1, pp. 83-106
The goal of this paper is helping in the diffusion in our country of the techniques given by Spatial Econometrics, offering an overview of its theoretical and applied aspects. Specifically, we introduce the two types of spatial data analysis: the exploratory analysis, focused on a univariate...
Persistent link: https://www.econbiz.de/10010992175
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The importance of spatial autocorrelation for regional employment growth in Germany
Zierahn, Ulrich - In: Review of Regional Research 32 (2012) 1, pp. 19-43
In analyzing the disparities in regional employment growth in Germany, in the recent empirical literature the so called shift-share-regression models are frequently applied. However, these models usually neglect spatial interdependencies, even though such interdependencies are likely to occur on...
Persistent link: https://www.econbiz.de/10010994641