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Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances

Kelejian, Harry H. - 2008

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/10012768815

GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances

Dogan, Osman; Taspinar, Suleyman - 2013

We consider a spatial econometric model containing a spatial lag in the dependent variable and the disturbance term with an unknown form of heteroskedasticity in innovations. We first prove that the maximum likelihood (ML) estimator for spatial autoregressive models is generally inconsistent...

Persistent link: https://www.econbiz.de/10014160295

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

Impact of public transportation on European countries' development : a spatial perspective

Matyas, Andreea - In: Central European economic journal 10 (2023) 57, pp. 403-413

methodology used in this study will consist of spatial econometrics methods with visual maps and graphs to help with a better …

Persistent link: https://www.econbiz.de/10014445233

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

Inference on higher-order spatial autoregressive models with increasingly many parameters

Gupta, Abhimanyu; Robinson, Peter M. - In: Journal of econometrics 186 (2015) 1, pp. 19-31

Persistent link: https://www.econbiz.de/10011348910

A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel price rivalry

Lesage, James P.; Vance, Colin; Chih, Yao-Yu - 2016

We apply a heterogenous coefficient spatial autoregressive panel model from Aquaro, Bailey and Pesaran (2015) to … covering more than 487 days. The heterogeneous coefficients spatial autoregressive panel data model uses the large sample of …Wir nutzen ein räumliches autoregressives Panel-Datenmodell von Aquaro, Bailey und Pesaran (2015), um Wettbewerbs- bzw …

Persistent link: https://www.econbiz.de/10011460317

Inference on higher-order spatial autoregressive models with increasingly many parameters

Gupta, Abhimanyu; Robinson, Peter M. - 2013

Persistent link: https://www.econbiz.de/10010234259

Fixed effects spatial panel data models with time-varying spatial dependence

Guo, Juncong; Qu, Xi - In: Economics letters 196 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012510684

Assessment of a spatial panel model for the efficiency analysis of the heterogonous healthcare systems in the world

Jeleskovic, Vahidin; Schwanebeck, Benjamin - 2012

Various panel models were presented to resolve the ranking of global health care systems according to efficiency …. It was possible to determine a significant spatial autocorrelation. Therefore one have to consider these spatial … results to be given more precision with regard to the quality of the healthcare systems of WHO members. -- panel data ; fixed …

Persistent link: https://www.econbiz.de/10009738033