Spatial econometrics: from cross-sectional data to spatial panels
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Heidelberg [u.a.]
Springer
2014
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| Schriftenreihe: | SpringerBriefs in Regional Science
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| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | VII, 119 S. graph. Darst. 235 mm x 155 mm |
| ISBN: | 9783642403392 3642403395 9783642403408 |
Internformat
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Datensatz im Suchindex
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CONTENTS
1 INTRODUCTION 1
1.1 INTRODUCTION 1
REFERENCES 3
2 LINEAR SPATIAL DEPENDENCE MODELS FOR CROSS-SECTION DATA 5
2.1 INTRODUCTION 5
2.2 A TAXONOMY OF LINEAR SPATIAL DEPENDENCE
MODELS FOR CROSS-SECTION DATA 7
2.3 STATIONARITY CONDITIONS FOR ),
/. AND W 10
2.4 NORMALIZING W 12
2.5 THE PARAMETER SPACE OF 5 AND '/. 13
2.6 METHODS OF ESTIMATION 17
2.7 DIRECT AND INDIRECT (OR SPILLOVER) EFFECTS 20
2.7.1 DIRECT AND INDIRECT EFFECTS OF DIFFERENT
SPATIAL ECONOMETRIC MODELS 22
2.7.2 TESTING FOR SPATIAL SPILLOVERS 24
2.8 SOFTWARE 26
2.9 EMPIRICAL ILLUSTRATION 27
2.9.1 CONCLUSION 33
2.10 CONCLUSION 33
REFERENCES 34
3 SPATIAL PANEL DATA MODELS 37
3.1 INTRODUCTION 37
3.2 STANDARD MODELS FOR SPATIAL PANELS 40
3.2.1 FIXED EFFECTS MODEL 41
3.2.2 RANDOM EFFECTS MODEL 42
3.3 ESTIMATION OF SPATIAL PANEL DATA MODELS 43
3.3.1 FIXED EFFECTS SPATIAL LAG MODEL 44
3.3.2 FIXED EFFECTS SPATIAL ERROR MODEL 46
3.3.3 BIAS CORRECTION IN FIXED EFFECTS MODELS 47
3.3.4 RANDOM EFFECTS SPATIAL LAG MODEL 49
3.3.5 RANDOM EFFECTS SPATIAL ERROR MODEL 50
3.4 FIXED OR RANDOM EFFECTS 53
HTTP://D-NB.INFO/1038190975
VI CONTENTS
3.5 MODEL COMPARISON AND SELECTION 57
3.5.1 GOODNESS-OF-FIT 59
3.6 EMPIRICAL ILLUSTRATION 61
3.6.1 SOFTWARE 61
3.6.2 CIGARETTE DEMAND 63
3.7 FIXED AND RANDOM COEFFICIENTS MODELS 67
3.7.1 FIXED COEFFICIENTS SPATIAL ERROR MODEL 68
3.7.2 FIXED COEFFICIENTS SPATIAL LAG MODEL 69
3.7.3 ADDITIONAL REMARKS 71
3.7.4 RANDOM COEFFICIENTS SPATIAL ERROR MODEL 72
3.7.5 RANDOM COEFFICIENTS SPATIAL LAG MODEL 74
3.7.6 ADDITIONAL REMARKS 77
3.8 MULTILEVEL MODELS 78
3.9 SPATIAL SUR MODELS 80
3.10 CONCLUSION 86
REFERENCES 88
4 DYNAMIC SPATIAL PANELS: MODELS, METHODS AND INFERENCES 95
4.1 INTRODUCTION 95
4.2 A GENERALIZED DYNAMIC MODEL IN SPACE AND TIME 96
4.3 STATIONARITY 97
4.4 FEASIBLE MODELS 99
4.4.1 DYNAMIC BUT NON-SPATIAL PANEL DATA MODELS 100
4.4.2 TAXONOMY OF DYNAMIC MODELS IN SPACE AND TIME . 102
4.5 METHODS OF ESTIMATION 107
4.6 NON-STABILITY 110
4.7 EMPIRICAL ILLUSTRATION 113
4.8 CONCLUSION 116
REFERENCES 117 |
| any_adam_object | 1 |
| author | Elhorst, J. Paul |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.015195 |
| dewey-search | 330.015195 |
| dewey-sort | 3330.015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-08-03T00:58:16Z |
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| isbn | 9783642403392 3642403395 9783642403408 |
| language | English |
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| physical | VII, 119 S. graph. Darst. 235 mm x 155 mm |
| publishDate | 2014 |
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| spelling | Elhorst, J. Paul Verfasser (DE-588)171025091 aut Spatial econometrics from cross-sectional data to spatial panels J. Paul Elhorst Heidelberg [u.a.] Springer 2014 VII, 119 S. graph. Darst. 235 mm x 155 mm txt rdacontent n rdamedia nc rdacarrier SpringerBriefs in Regional Science Räumliche Statistik (DE-588)4386767-4 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Raumwirtschaftstheorie (DE-588)4121557-6 gnd rswk-swf Raumwirtschaftstheorie (DE-588)4121557-6 s Räumliche Statistik (DE-588)4386767-4 s Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Erscheint auch als Online-Ausgabe 978-3-642-40340-8 (DE-604)BV041486843 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=4390731&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026749639&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Elhorst, J. Paul Spatial econometrics from cross-sectional data to spatial panels Räumliche Statistik (DE-588)4386767-4 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Raumwirtschaftstheorie (DE-588)4121557-6 gnd |
| subject_GND | (DE-588)4386767-4 (DE-588)4043212-9 (DE-588)4121557-6 |
| title | Spatial econometrics from cross-sectional data to spatial panels |
| title_auth | Spatial econometrics from cross-sectional data to spatial panels |
| title_exact_search | Spatial econometrics from cross-sectional data to spatial panels |
| title_full | Spatial econometrics from cross-sectional data to spatial panels J. Paul Elhorst |
| title_fullStr | Spatial econometrics from cross-sectional data to spatial panels J. Paul Elhorst |
| title_full_unstemmed | Spatial econometrics from cross-sectional data to spatial panels J. Paul Elhorst |
| title_short | Spatial econometrics |
| title_sort | spatial econometrics from cross sectional data to spatial panels |
| title_sub | from cross-sectional data to spatial panels |
| topic | Räumliche Statistik (DE-588)4386767-4 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Raumwirtschaftstheorie (DE-588)4121557-6 gnd |
| topic_facet | Räumliche Statistik Ökonometrisches Modell Raumwirtschaftstheorie |
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