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Misspecification in linear spatial regression models

Florax, Raymond J. G. M.; Nijkamp, Peter - 2003

spatial interactions, spatial externalities and networking effects among actors, evoked the area of spatial econometrics …. Spatial econometrics focuses on the specification and estimation of regression models explicitly incorporating such spatial …, referring to both heterogeneity and interdependence of phenomena occurring in two-dimensional space. Spatial autocorrelation or …

Persistent link: https://www.econbiz.de/10011334352

Interpretation of structural parameters for models with spatial autoregression

Pietrzak, Michał Bernard - 2013

The main purpose of the article is to consider a important issue of spatial econometrics which is a proper …

Persistent link: https://www.econbiz.de/10011997008

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

Difference-in-Differences Techniques for Spatial Data : Local Autocorrelation and Spatial Interaction

Delgado, Michael S. - 2015

Persistent link: https://www.econbiz.de/10013018481

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

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

Estimation of the spatial weights matrix under structural constraints

Bhattacharjee, Arnab; Jensen-Butler, Christopher - In: Regional science & urban economics 43 (2013) 4, pp. 617-634

Persistent link: https://www.econbiz.de/10009783750

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 …

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

Evaluating eigenvector spatial filter corrections for omitted georeferenced variables

Griffith, Daniel A.; Chun, Yongwan - In: Econometrics : open access journal 4 (2016) 2, pp. 1-12

autocorrelation. The intuition underlying this methodology is that these synthetic variates function as surrogates for omitted …

Persistent link: https://www.econbiz.de/10011506413

Properties of the maximum likelihood estimator in spatial autoregressive models

Hillier, Grant H.; Martellosio, Federico - 2013

The (quasi-) maximum likelihood estimator (MLE) for the autoregressive parameter in a spatial autoregressive model cannot in general be written explicitly in terms of the data. The only known properties of the estimator have hitherto been its first-order asymptotic properties (Lee, 2004,...

Persistent link: https://www.econbiz.de/10010126876