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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
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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
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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
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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
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Difference-in-Differences Techniques for Spatial Data : Local Autocorrelation and Spatial Interaction
Delgado, Michael - 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/10013018481
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Heteroskedasticity Consistent Covariance Matrix Estimators for Spatial Autoregressive Models
Taspinar, Suleyman - 2018
In the presence of heteroskedasticity, conventional test statistics based on the ordinary least square estimator lead to incorrect inference results for the linear regression model. Given that heteroskedasticity is common in cross-sectional data, the test statistics based on various forms of...
Persistent link: https://www.econbiz.de/10012931988
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Distribution free estimation of spatial autoregressive binary choice panel data models
Arduini, Tiziano - 2016
) heteroskedasticity and autocorrelation. Without imposing any parametric structure on the error terms, we consider the semiparametric …
Persistent link: https://www.econbiz.de/10011705647
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Improved GMM estimation of random effects panel data models with spatially correlated error components
Arnold, Matthias; Wied, Dominik - In: Papers in regional science : the journal of the … 93 (2014) 1, pp. 77-99
Persistent link: https://www.econbiz.de/10010478064
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Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples
Mozharovskyi, Pavlo; Vogler, Jan - In: Economics letters 148 (2016), pp. 87-90
Persistent link: https://www.econbiz.de/10011619891
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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