Search Results - subject:"spatial error"

OLS-based estimation of the disturbance variance under spatial autocorrelation

Krämer, Walter; Hanck, Christoph - Institut für Wirtschafts- und Sozialstatistik, … - 2006

We investigate the OLS-based estimator s2 of the disturbance variance in the standard linear regression model with cross section data when the disturbances are homoskedastic, but spatially correlated. For the most popular model of spatially autoregressive disturbances, we show that s2 can be...

Persistent link: https://www.econbiz.de/10009216920

Estimation of the spatial weights matrix under structural constraints

Bhattacharjee, Arnab; Jensen-Butler, Chris - In: Regional Science and Urban Economics 43 (2013) 4, pp. 617-634

spatial error model, the spatial weights matrix is only partially identified, and is fully identified under the structural … constraint of symmetry. For the spatial error model, we propose a new methodology for estimation of spatial weights under the …

Persistent link: https://www.econbiz.de/10010666087

Gender-specific spatial interactions on Dutch regional labour markets and the gender employment gap

Noback, Inge; Broersma, Lourens; Dijk, Jouke van - In: Regional studies 47 (2013) 8, pp. 1299-1312

Persistent link: https://www.econbiz.de/10010198910

Estimation of the spatial weights matrix under structural constraints

Bhattacharjee, Arnab; Jensen-Butler, Christopher - In: Regional science & urban economics 43 (2013) 4, pp. 617-634

Persistent link: https://www.econbiz.de/10009783750

Generalized spatialt two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instruments

Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 1 (2013) 1, pp. 71-114

This paper studies the generalized spatial two stage least squares (GS2SLS) estimation of spatial autoregressive models with autoregressive disturbances when there are endogenous regressors with many valid instruments. Using many instruments may improve the efficiency of estimators...

Persistent link: https://www.econbiz.de/10009754510

Estimation of Spatial Weights Matrix in a Spatial Error Model, with an Application to Diffusion in Housing Demand

Bhattacharjee, Arnab; Jensen-Butler, Chris - Centre for Research into Industry, Enterprise, Finance … - 2005

This paper proposes a methodology for estimation of spatial weights matrices which are consistent with a given or estimated pattern of spatial autocovariance. This approach is potentially useful for applications in urban, environmental, development, growth and other areas of economics where...

Persistent link: https://www.econbiz.de/10005671116

Prediction in the lognormal regression model with spatial error dependence

Kato, Takafumi - In: Journal of Housing Economics 21 (2012) 1, pp. 66-76

In the context of the lognormal regression model with spatial error dependence, the present study examines correction …

Persistent link: https://www.econbiz.de/10010875239

The effects of spatial autoregressive dependencies on inference in ordinary least squares: a geometric approach

Smith, Tony; Lee, Ka - In: Journal of Geographical Systems 14 (2012) 1, pp. 91-124

Persistent link: https://www.econbiz.de/10010867966

Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Regional Science and Urban Economics 42 (2012) 3, pp. 446-458

detect spatial dependence originating from either a spatial autoregressive (SAR), spatial error (SE) or SD process. However …

Persistent link: https://www.econbiz.de/10010574119

Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 42 (2012) 3, pp. 446-458

Persistent link: https://www.econbiz.de/10009621610