Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices
Year of publication: |
[2019]
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Authors: | Aquaro, Michele ; Bailey, Natalia ; Pesaran, M. Hashem |
Publisher: |
Munich, Germany : CESifo, Center for Economic Studies & Ifo Institute |
Subject: | spatial panel data models | heterogeneous spatial lag coefficients | identification | quasi maximum likelihood (QML) estimators | non-Gaussian errors | house price changes | Metropolitan Statistical Areas | Immobilienpreis | Real estate price | Regionalökonomik | Regional economics | Panel | Panel study | Schätztheorie | Estimation theory | Schätzung | Estimation | USA | United States | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Räumliche Interaktion | Spatial interaction | Räumliche Verteilung | Spatial distribution | Hedonischer Preisindex | Hedonic price index |
Extent: | 1 Online-Ressource (circa 69 Seiten) Illustrationen |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. no. 7542 (March 2019) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/198902 [Handle] |
Classification: | C21 - Cross-Sectional Models; Spatial Models ; C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients
Aquaro, Michele, (2015)
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Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients
Aquaro, Michele, (2015)
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Aquaro, Michele, (2019)
- More ...
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Aquaro, Michele, (2019)
-
Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients
Aquaro, Michele, (2015)
-
Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients
Aquaro, Michele, (2015)
- More ...