Showing 1 - 10 of 276
Persistent link: https://www.econbiz.de/10002581426
Persistent link: https://www.econbiz.de/10003363561
Spatial models whose weighting matrices have blocks of equal elements might be considered if units are viewed as equally distant within certain neighborhoods, but unrelated between neighborhoods. We give exact small sample results for such models that contain a spatially lagged-dependent...
Persistent link: https://www.econbiz.de/10005193364
One important goal of this study is to develop a methodology of inference for a widely used Cliff-Ord type spatial model containing spatial lags in the dependent variable, exogenous variables, and the disturbance terms, while allowing for unknown heteroskedasticity in the innovations. We first...
Persistent link: https://www.econbiz.de/10010264476
In this paper we specify a linear Cliff and Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate a multi-step...
Persistent link: https://www.econbiz.de/10010264508
One important goal of this study is to develop a methodology of inference for a widely used Cliff-Ord type spatial model containing spatial lags in the dependent variable, exogenous variables, and the disturbance terms, while allowing for unknown heteroskedasticity in the innovations. We first...
Persistent link: https://www.econbiz.de/10003790570
In this paper we specify a linear Cliff and Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate a multi-step...
Persistent link: https://www.econbiz.de/10003792846
Persistent link: https://www.econbiz.de/10003451584
Persistent link: https://www.econbiz.de/10003974238
Persistent link: https://www.econbiz.de/10003579952