Magrini, Stefano; Gerolimetto, Margherita - Dipartimento di Economia, Università Ca' Foscari Venezia - 2009
In this paper we present a new procedure for nonparametric regression in case of spatially dependent data. In particular, we extend usual local linear regression (along the lines of Martins-Filho and Yao, 2009) and propose a two-step method where information on spatial dependence is incorporated...