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Spatial weights matrix selection and model averaging for spatial autoregressive models

Zhang, Xinyu; Yu, Jihai - In: Journal of econometrics 203 (2018) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011974585

Spatial concentration of military dictatorships in Sub-Saharan Africa (1977 - 2007)

Caruso, Raul; Petrarca, Ilaria; Ricciuti, Roberto - 2014

We empirically investigate the existence of spatial autocorrelation between military dictatorships in Sub … positive spatial autocorrelation coefficient, which shows a spatial concentration of military autocracies. In particular, in …

Persistent link: https://www.econbiz.de/10010354777

The importance of spatial autocorrelation for regional employment growth in Germany

Zierahn, Ulrich - 2010

characterized by spatial autocorrelation, pointing to spatial interdependencies between the regions. This holds true also for mayor … spatial autocorrelation of the regional employment growth is to a large extend caused by the spatial lags of the exogenous …

Persistent link: https://www.econbiz.de/10012620964

A dynamic panel data approach to the forecasting of the GDP of German Länder

Cholodilin, Konstantin Arkadʹevič; Siliverstovs, Boriss; … - 2007 - Corrected version

In this paper, we make multi-step forecasts of the annual growth rates of the real GDP for each of the 16 German Länder (states) simultaneously. Beside the usual panel data models, such as pooled and fixed-effects models, we apply panel models that explicitly account for spatial dependence...

Persistent link: https://www.econbiz.de/10012039490

Spatial econometric modelling of massive datasets : the contribution of data mining

Arbia, Giuseppe; Tabasso, M. - 2013

econometric models. We also examine some diagnostic measures to evaluate the spatial autocorrelation of the pseudo … arrangement on the variables in the predictive model and reduce the effect of spatial autocorrelation on prediction errors. In … remove the spatial autocorrelation on pseudo-residuals and improvement in the accuracy of spatial predictive models. …

Persistent link: https://www.econbiz.de/10011532588

Spatial econometrics : qualitative and limited dependent variables

Baltagi, Badi H. (ed.); LeSage, James P. (ed.); … - 2017

Advances in Econometrics 37 highlights key research in econometrics in a user friendly way for economists who are not …Front Cover -- Spatial Econometrics: Qualitative and Limited Dependent Variables -- Copyright Page -- Contents -- List …

Persistent link: https://www.econbiz.de/10012684285

Spatial econometrics: qualitative and limited dependent variables

Baltagi, Badi H. (ed.); Lesage, James P. (ed.); … - 2017 - First edition

Persistent link: https://www.econbiz.de/10011579704

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Kelejian, Harry H. (contributor); … - 2008

theory is kept general to cover a wide range of settings. We note the estimation theory developed by Kelejian and Prucha …

Persistent link: https://www.econbiz.de/10003790570

A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results

Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - 2008

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

Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model

Kato, Takafumi - 2013

A recent study proposed an estimation approach that uses data on the independent variables and location for the prediction sample, and suggested that it may improve estimation and prediction. This is an incomplete data approach following an iterative process along the lines of the EM algorithm....

Persistent link: https://www.econbiz.de/10013081022