Search Results - subject:"Panel spatial dependence"

Maximum likelihood estimation and lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris

Baltagi, Badi H.; Bresson, Georges - 2010

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and spatial error components. We study the general case where spatial effects are incorporated via spatial errors terms and via a spatial lag dependent variable and where the...

Persistent link: https://www.econbiz.de/10010274576

Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors: An Application to Hedonic Housing Prices in Paris

Baltagi, Badi H.; Bresson, Georges - Institute for the Study of Labor (IZA) - 2010

Persistent link: https://www.econbiz.de/10008682245

A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris

Bresson, Georges; Hsiao, Cheng - In: AStA Advances in Statistical Analysis 95 (2011) 4, pp. 501-529

Persistent link: https://www.econbiz.de/10009396970