Showing 1 - 7 of 7
System of panel models are popular models in applied sciences and the question of spatial errors has created the recent demand for spatial system estimation of panel models. Therefore we propose new diagnostic methods to explore if the spatial component will change significantly the outcome of...
Persistent link: https://www.econbiz.de/10010290995
Estimators of spatial autoregressive (SAR) models depend in a highly non-linear way on the spatial correlation parameter and least squares (LS) estimators cannot be computed in closed form. We first compare two simple LS estimators by distance and covariance properties and then we study the...
Persistent link: https://www.econbiz.de/10010291000
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
System of panel models are popular models in applied sciences and the question of spatial errors has created the recent demand for spatial system estimation of panel models. Therefore we propose new diagnostic methods to explore if the spatial component will change significantly the outcome of...
Persistent link: https://www.econbiz.de/10010904372
System of panel models are popular models in applied sciences and the question of spatial errors has created the recent demand for spatial system estimation of panel models. Therefore we propose new diagnostic methods to explore if the spatial component will change significantly the outcome of...
Persistent link: https://www.econbiz.de/10010742267
Spatial autoregressive models come with a variety of estimators and it is interesting and useful to compare the estimators by location and covariance properties. In this paper, we first study the local sensitivity behavior of the main least squares estimator by using matrix derivatives. We then...
Persistent link: https://www.econbiz.de/10008483766
System of panel models are popular models in applied sciences and the question of spatial errors has created the recent demand for spatial system estimation of panel models. Therefore we propose new diagnostic methods to explore if the spatial component will change significantly the outcome of...
Persistent link: https://www.econbiz.de/10010601752