Sparse spatial autoregressions

Given local spatial error dependence, one can construct sparse spatial weight matrices. As an illustration of the power of such sparse structures, we computed a simultaneous autoregression using 20 640 observations in under 19 min despite needing to compute a 20 640 by 20 640 determinant 10 times.

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Year of publication:	1997
Authors:	Kelley Pace, R. ; Barry, Ronald
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 33.1997, 3, p. 291-297
Publisher:	Elsevier
Subject:	Spatial autoregression SAR Sparse matrices

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005224099