Showing 1 - 7 of 7
This paper explores the properties of pre-test strategies in estimating a linear Cliff–Ord-type spatial model when the researcher is unsure about the nature of the spatial dependence. More specifically, the paper explores the finite sample properties of the pre-test estimators introduced in...
Persistent link: https://www.econbiz.de/10010785297
Weighting matrices are typically assumed to be exogenous. However, in many cases this exogeneity assumption may not be reasonable. In these cases, typical model specifications and corresponding estimation procedures will no longer be valid. In this paper we specify a reasonably general spatial...
Persistent link: https://www.econbiz.de/10010785300
This paper studies the regional distribution of benefits from trade in Mexico after the North American Free Trade Agreement (NAFTA). Specifically, we ask whether or not NAFTA increased the concentration of economic activity in Mexico. Unlike previous work which uses state-level data, we identify...
Persistent link: https://www.econbiz.de/10011052389
In 2008 Kelejian extended the J-test procedure to a spatial framework. In that paper he considered a null model which could, but need not, contain spatial lags in both the dependent variable and disturbance term. Under the alternative, he considered one or more non-nested spatial models which...
Persistent link: https://www.econbiz.de/10008872467
Higher-order spatial econometric models that include more than one weights matrix have seen increasing use in the spatial econometrics literature. There are two distinct issues related to the specification of these extended models. The first issue is what form the higher-order spatial...
Persistent link: https://www.econbiz.de/10010608489
Persistent link: https://www.econbiz.de/10005377233
Persistent link: https://www.econbiz.de/10005363036