Search Results - subject:"interaction Model"

Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients

Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2015

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial coefficients differ across the spatial units. It derives conditions under which the spatial coefficients are identified and develops a quasi maximum likelihood (QML) estimation...

Persistent link: https://www.econbiz.de/10011283005

Exploring scan methods to test spatial structure with an application to housing prices in Madrid

López, Fernando A.; Chasco Yrigoyen, Coro; Le Gallo, Julie - In: Papers in regional science : the journal of the … 94 (2015) 2, pp. 317-346

Persistent link: https://www.econbiz.de/10011545143

Using Bayesian posterior model probabilities to identify omitted variables in spatial regression models

Lacombe, Donald J.; Lesage, James P. - In: Papers in regional science : the journal of the … 94 (2015) 2, pp. 365-383

Persistent link: https://www.econbiz.de/10011545150

spMorph : an exploratory space-time analysis tool for describing processes of spatial redistribution

Duque, Juan C.; Ye, Xinyue; Folch, David C. - In: Papers in regional science : the journal of the … 94 (2015) 3, pp. 629-651

Persistent link: https://www.econbiz.de/10011545381

Refined tests for spatial correlation

Robinson, Peter M.; Rossi, Francesca - In: Econometric theory 31 (2015) 6, pp. 1249-1280

Persistent link: https://www.econbiz.de/10011545542

Spatial dependence in international office markets

Chegut, Andrea M.; Eichholtz, Piet; Rodrigues, Paulo … - In: The journal of real estate finance and economics 51 (2015) 2, pp. 317-350

Persistent link: https://www.econbiz.de/10011475138

Home bias, risk differential, and cultural spatial spillover effects

Kim, Heeho; Cho, Seong-hoon; Kim, Yongku - In: Journal of international money and finance 51 (2015), pp. 114-136

Persistent link: https://www.econbiz.de/10011475237

Identifying peer effects using spatial analysis : the role of peers on risky sexual behavior

Ajilore, Olugbenga - In: Review of Economics of the Household 13 (2015) 3, pp. 635-652

Persistent link: https://www.econbiz.de/10011475565

Spatial interaction model of credit risk contagion in the CRT market

Chen, Tingqiang; Li, Xindan; Wang, Jining - In: Computational economics 46 (2015) 4, pp. 519-537

Persistent link: https://www.econbiz.de/10011478505

Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality

Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 52 (2015), pp. 50-70

Persistent link: https://www.econbiz.de/10011478986