Search Results - subject:"spatial error"

Agglomeration within and between regions: Two econometric based indicators

Giacinto, Valter Di; Pagnini, Marcello - Banca d'Italia - 2008

diffusion in a given industry is modelled as a spatial error components process (SEC). Maximum likelihood inference on model …

Persistent link: https://www.econbiz.de/10005113599

Spatial system estimators for panel models: A sensitivity and simulation study

Liu, Shuangzhe; Ma, Tiefeng; Polasek, Wolfgang - In: Mathematics and Computers in Simulation (MATCOM) 101 (2014) C, pp. 78-102

Panel models are popular models in applied sciences and the question of spatial errors has recently created the demand for spatial system estimation of panel models. In this paper we propose new diagnostic methods to explore if and how the spatial components will make significant differences of...

Persistent link: https://www.econbiz.de/10010776886

On the finite sample properties of pre-test estimators of spatial models

Piras, Gianfranco; Prucha, Ingmar R. - In: Regional Science and Urban Economics 46 (2014) C, pp. 103-115

size. This is in contrast to the ML estimator. However, if the true data generating process corresponds to the spatial … error or lag model the issues arising with the pre-test estimators seem to be lessened. …

Persistent link: https://www.econbiz.de/10010785297

Spatial regression analysis of domestic energy in urban areas

Tian, Wei; Song, Jitian; Li, Zhanyong - In: Energy 76 (2014) C, pp. 629-640

band and the corresponding energy use. Based on both statistical and theoretical analysis, the SEM (spatial error models …

Persistent link: https://www.econbiz.de/10010939826

Testing for spatial lag and spatial error dependence using double length artificial regressions

Baltagi, Badi; Liu, Long - In: Statistical Papers 55 (2014) 2, pp. 477-486

This paper obtains the joint and conditional Lagrange multiplier (LM) tests for a spatial lag regression model with spatial auto-regressive error derived in Anselin (Reg Sci Urban Ecom 26:77–104, <CitationRef CitationID="CR5">1996</CitationRef>) using artificial double length regressions (DLR). These DLR tests and their corresponding LM...</citationref>

Persistent link: https://www.econbiz.de/10010998579

On the finite sample properties of pre-test estimators of spatial models

Piras, Gianfranco; Prucha, Ingmar R. - In: Regional science & urban economics 46 (2014), pp. 103-115

Persistent link: https://www.econbiz.de/10010475664

The beta-convergence analysis and regional disparities in EU-28

Bratu, Mihaela - In: Journal of academic research in economics 6 (2014) 2, pp. 169-178

Persistent link: https://www.econbiz.de/10011345207

OLS-based estimation of the disturbance variance under spatial autocorrelation

Krämer, Walter; Hanck, Christoph - 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/10010296757

Taking Personalities out of Monetary Policy Decision Making? Interactions, Heterogeneity and Committee Decisions in the Bank of Englandâ€™s MPC

Bhattacharjee, Arnab; Holly, Sean - Centre for Dynamic Macroeconomic Analysis, University … - 2006

policy; Interest rates; Committee decision making; Expectation- Maximisation Algorithm; Spatial Weights Matrix; Spatial Error … the spatial error model with autoregressive er- rors (Anselin, 1988, 1999). The elements in the (spatial) weights matrix W … estimate the spatial weights matrix under a spatial error model with au- toregressive spatial errors. Their method starts with …

Persistent link: https://www.econbiz.de/10005696965

Random effects and Spatial Autocorrelations with Equal Weights

Baltagi, Badi H. - Center for Policy Research, Maxwell School - 2006

whether we use the spatial autoregressive specification, the spatial moving average specification, the spatial error …

Persistent link: https://www.econbiz.de/10005698401