Estimation of spatial econometric linear models with large datasets : how big can spatial Big Data be?
Year of publication: |
2019
|
---|---|
Authors: | Arbia, Giuseppe ; Ghiringhelli, C. ; Mira, A. |
Published in: |
Regional science & urban economics. - Amsterdam [u.a.] : Elsevier, ISSN 0166-0462, ZDB-ID 191791-2. - Vol. 76.2019, p. 67-73
|
Subject: | Bayesian estimator | Big spatial data | Computational issues | Dense matrix | Maximum Likelihood | Spatial econometric models | Spatial two stages least squares | Schätztheorie | Estimation theory | Regionalökonomik | Regional economics | Räumliche Interaktion | Spatial interaction | Ökonometrie | Econometrics | Big Data | Big data | Bayes-Statistik | Bayesian inference | Ökonometrisches Modell | Econometric model |
-
Large sample properties of bayesian estimation of spatial econometric models
Han, Xiaoyi, (2021)
-
LM tests for spatial correlation in spatial models with limited dependent variables
Qu, Xi, (2012)
-
Zero-diagonality as a linear structure
Magnus, Jan R., (2020)
- More ...
-
On Metropolis-Hastings algorithms with delayed rejection
Mira, A., (2001)
-
Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm
Rigat, F., (2012)
-
Mira, A., (2001)
- More ...