Showing 1 - 10 of 11
<title>Abstract</title> This paper investigates the quasi-maximum likelihood estimation of spatial dynamic panel data models where spatial weights matrices can be time varying. We find that QML estimate is consistent and asymptotically normal. We investigate marginal impacts of explanatory variables in this...
Persistent link: https://www.econbiz.de/10011134008
<title>Abstract</title> This paper studies the spatial autoregressive (SAR) model for cross-sectional data when the coefficient of the spatial lag of the dependent variable is near unity. We decompose the data generating process into an unstable component and a stable one, and establish asymptotic properties...
Persistent link: https://www.econbiz.de/10010974016
<title>Abstract</title> This paper investigates the quasi-maximum likelihood estimation of spatial dynamic panel data models where spatial weights matrices can be time varying. We find that QML estimate is consistent and asymptotically normal. We investigate marginal impacts of explanatory variables in this...
Persistent link: https://www.econbiz.de/10010549749
Abstract This paper investigates the spurious regression in the spatial setting where the regressant and regressors may be generated from possible nonstationary spatial autoregressive processes. Under the near unit root specification with a row-normalized spatial weights matrix, it is shown that...
Persistent link: https://www.econbiz.de/10008464465
<title>Abstract</title> In this editorial we summarize and comment on the papers published in issue 7.2. The papers reviewed are ‘Informal Sector and Manufacturing Location: In Search of the Missing Links’ by Michiel Gerritse & Ana Moreno-Monroy; ‘Testing for Unit Roots and Cointegration in Spatial...
Persistent link: https://www.econbiz.de/10011134004
In this editorial we summarise and comment on papers published in issue 9.1. The first paper is by Raffaele Paci, Emanuela Marrocu and Stefano Usai 'The Complementary Effects of Proximity Dimensions on Knowledge Spillovers'. Second, we have the paper by Karyn Morrissey, Cathal O'Donoghue and...
Persistent link: https://www.econbiz.de/10010825184
In this editorial we summarise and comment on papers published in issue 8.4. The first paper is by Frederick Guy, entitled 'Small, Local and Cheap? Walkable and Car-oriented Retail in Competition'. Secondly we have the paper by Nicola Francesco Dotti, Ugo Fratesi, Camilla Lenzi & Marco Percoco...
Persistent link: https://www.econbiz.de/10010761133
<title>Abstract</title>In this editorial we summarize and comment on papers published in issue 8.2. The first paper is ‘New Economic Geography and Reunified Germany at Twenty: A Fruitful Match?’ by Frank Bickenbach & Eckhardt Bode. Next comes ‘The Role of the Human Capital, Market Potential and Natural...
Persistent link: https://www.econbiz.de/10010973995
<title>Abstract</title> In this editorial we summarize and comment on papers published in issue 7.4. The first paper is ‘Spatial Econometrics of Innovation: Recent Contributions and Research Perspectives’, by Corinne Autant-Bernard. Then we have the contribution by Martin Andersson & Jan Weiss on...
Persistent link: https://www.econbiz.de/10010973999
<title>Abstract</title> In this editorial we summarize and comment on papers published in issue 8.1. The first paper is ‘Predation in Space’ by Stefano Colombo. Next comes Arnab Bhattacharjee & Sean Holly's paper entitled ‘Understanding Interactions in Social Networks and Committees’. We then comment...
Persistent link: https://www.econbiz.de/10010974002