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The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

Gotu, Butte - Institut für Wirtschafts- und Sozialstatistik, … - 1998

in the linear regression model with firstorder spatial error processes are given. …

Persistent link: https://www.econbiz.de/10010955431

The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

Gotu, Butte - 1998

in the linear regression model with firstorder spatial error processes are given. …

Persistent link: https://www.econbiz.de/10010438763

Accounting for Spatial Error Correlation in the 2004 Presidential Popular Vote

Lacombe, Donald J.; Shaughnessy, Timothy M. - In: Public Finance Review 35 (2007) 4, pp. 480-499

presence of spatial error correlation, whereby the errors are correlated in a systematic manner over space. This omission can … bias OLS standard errors. We examine the 2004 presidential county vote outcome using OLS and a spatial error model (SEM …) that accounts for spatial autocorrelation in the error structure. We find that spatial error correlation is present, that …

Persistent link: https://www.econbiz.de/10010552806

County child poverty rates in the US: a spatial regression approach

Voss, Paul; Long, David; Hammer, Roger; Friedman, Samantha - In: Population Research and Policy Review 25 (2006) 4, pp. 369-391

We apply methods of exploratory spatial data analysis (ESDA) and spatial regression analysis to examine intercounty variation in child poverty rates in the US. Such spatial analyses are important because regression models that exclude explicit specification of spatial effects, when they exist,...

Persistent link: https://www.econbiz.de/10005719317

The Spatial Durbin Model and the Common Factor Tests

Mur, Jesús; Angulo, Ana - In: Spatial Economic Analysis 1 (2006) 2, pp. 207-226

Abstract The spatial Durbin model occupies an interesting position in the field of spatial econometrics. It is the reduced form of a model with cross-sectional dependence in the errors and it may be used as the nesting equation in a more general approach of model selection. Specifically, in this...

Persistent link: https://www.econbiz.de/10009226600

Dynamic spatial modelling of regional convergence processes

Kosfeld, Reinhold; Lauridsen, Jorgen - In: Empirical Economics 29 (2004) 4, pp. 705-722

shown how the spatial error-correction mechanism (SEC model) can be estimated depending on the spatial stationarity …

Persistent link: https://www.econbiz.de/10005382286

Regional Convergence in Europe and the Role of Urban Agglomerations

Feldkircher, Martin; Cuaresma, JesÃºs Crespo - Oesterreichische Nationalbank

Using data for EU-27 NUTS 2 regions and major cities, we evaluate empirically the role of urban growth spillovers as a determinant of income dynamics at the regional level. We go beyond the empirically well documented static relationship between national income and productivity in urban...

Persistent link: https://www.econbiz.de/10010727775

OLS-based estimation of the disturbance variance under spatial autocorrelation

Krämer, Prof. Dr. Walter; Hanck, Dr. Christoph - Institut für Wirtschafts- und Sozialstatistik, …

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/10005549263