In spatial discrete choice models the spatial dependent structure adds complexity in the estimation of parameters. Appropriate general method of moments (GMM) estimation needs inverses of n-by-n matrices and an optimization complexity of the moment conditions for moderate to large samples makes...

Given the extreme dependence of agriculture on weather conditions, this paper analyses the effect of climatic variations on this economic sector, by considering both a huge dataset and a flexible spatio-temporal model specification. In particular, we study the response of N-fertilizer...

We propose a new spatio--temporal model with time--varying spatial weighting matrices. The filtering procedure of the time--varying unknown parameters is performed using the information contained in the score of the conditional distribution of the observables. We provide conditions for the...