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Likelihood functions of spatial autoregressive models with normal but heteroskedastic disturbances have been already derived [Anselin (1988, ch.6)]. But there is no implementation for maximum likelihood estimation of these likelihood functions in general (heteroskedastic disturbances) cases....
Persistent link: https://www.econbiz.de/10012171653
The likelihood functions for spatial autoregressive models with normal but heteroskedastic disturbances have been derived [Anselin (1988, ch.6)], but there is no implementation of maximum likelihood estimation for these likelihood functions in general cases with heteroskedastic disturbances....
Persistent link: https://www.econbiz.de/10014194202
Persistent link: https://www.econbiz.de/10009658254
Empirical analyses on urban/regional amenity began in the 1980s. These economic researches measured the “quality of life index” (QOLI) of cities and regions. The endogenous variables, rent, wage and population, were explained by social and economical attributes as well as some amenity...
Persistent link: https://www.econbiz.de/10013013749
In spatial autoregressive models, spatial autocorrelations in the dependent (or omitted) variable are modeled. Dependency is measured under known spatial structures, typically represented as a spatial weight matrix (W). For ordinal spatial autoregressive models, a unique W exists, and the...
Persistent link: https://www.econbiz.de/10014173294