Spatial econometrics: Statistical foundations and applications to regional convergence
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2006
|
| Schriftenreihe: | Advances in spatial science
|
| Schlagwörter: | |
| Links: | http://deposit.dnb.de/cgi-bin/dokserv?id=2762119&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014762886&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Auch als Internetausgabe |
| Umfang: | XVII, 207 S. graph. Darst., Kt. 235 mm x 155 mm |
| ISBN: | 354032304X 9783540323044 |
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Datensatz im Suchindex
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|---|---|
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| adam_text | TABLE OF CONTENTS 1 MOTIVATION 3 1.1 INTRODUCTION 3 1.2 THEORETICAL
ECONOMIC MODELS CALLING FOR SPATIAL ECONOMETRIC TECHNIQUES 7 1.2.1
INTRODUCTION 7 1.2.2 THE P-CONVERGENCE APPROACH 8 1.3 A P-CONVERGENCE
ANALYSIS OF EUROPEAN AND ITALIAN REGIONS 14 1.3.1 INTRODUCTION 14 1.3.2
A P-CONVERGENCE ANALYSIS OF ITALIAN NUTS-3 PROVINCES (1951-1999) 16
1.3.3 A F3-CONVERGENCE ANALYSIS OF EUROPEAN NUTS-2 REGIONS (1980-1996)
22 1.4 A LIST OF OMITTED TOPICS AND AN OUTLINE OF THE BOOK 27 2 RANDOM
FIELDS AND SPATIAL MODELS 31 2.1 INTRODUCTION 31 2.2 THE CONCEPT OF A
RANDOM FIELD 33 2.2.1 THE NATURE OF THE INDEX 5 34 2.2.1.1 GENERALITIES
34 2.2.1.2 THE TOPOLOGY OF A RANDOM FIELD 36 2.2.2 THE DEPENDENCE
STRUCTURE OF A RANDOM FIELD 39 2.3 RESTRICTIONS ON RANDOM FIELDS 43
2.3.1 RESTRICTIONS ON THE SPATIAL HETEROGENEITY OF A RANDOM FIELD 43
2.3.2 RESTRICTIONS ON THE SPATIAL DEPENDENCE OF A RANDOM FIELD 46 2.4
SOME SPECIAL RANDOM FIELDS 49 2.4.1 SPATIAL WHITE NOISE 49 2.4.2 MARKOV
RANDOM FIELDS 49 2.4.2.1 GENERALITIES 49 2.4.2.2 THE HAMMERSLEY AND
CLIFFORD THEOREM 50 111111 N 1111 XIV TABLE OF CONTENTS 2.4.2.3 ISING S
LAW 52 2.4.2.4 THE STRAUSS AUTO-MODEL 55 2.4.2.5 THE AUTO-BINOMIAL FIELD
56 2.4.2.6 THE AUTO-POISSON MODEL 57 2.4.2.7 THE AUTO-NORMAL (OR CAR )
FIELD 57 2.4.2.8 THE INTRINSIC GAUSSIAN FIELD 58 2.4.2.9 THE BIVARIATE
AUTO-NORMAL FIELD 59 2.4.2.10 THE MULTIVARIATE AUTO-NORMAL (OR MCAR)
FIELD 60 2.4.3 NON-MARKOVIAN FIELDS 63 2.4.3.1 THE SIMULTANEOUS
AUTOREGRESSIVE RANDOM FIELD (SAR) 63 2.4.3.2 THE MOVING AVERAGE RANDOM
FIELD 65 2.4.3.3 THE AUTOREGRESSIVE MOVING AVERAGE RANDOM FIELD 66
2.4.3.4 THE SPATIAL ERROR COMPONENT RANDOM FIELD 66 2 A3.5 THE DIRECT
REPRESENTATION OF A RANDOM FIELD 67 2.5 LIMITING THEOREMS FOR RANDOM
FIELDS 68 2.5.1 INTRODUCTION 68 2.5.2 SOME LIMIT THEOREMS FOR RANDOM
FIELDS 69 3 LIKELIHOOD FUNCTION FOR SPATIAL SAMPLES 73 3.1 INTRODUCTION
73 3.2 SOME APPROXIMATIONS FOR THE LIKELIHOOD OF RANDOM FIELDS 76 3.2.1
THE CODING TECHNIQUE 76 3.2.2 THE UNILATERAL APPROXIMATION 77 3.2.3 THE
PSEUDO-LIKELIHOOD A LA BESAG 79 3.2.4 COMPUTATIONAL ASPECTS 80 3.3
MAXIMUM LIKELIHOOD ESTIMATION PROPERTIES IN SPATIAL SAMPLES 81 3.4 TESTS
BASED ON LIKELIHOOD 81 3.5 TESTS BASED ON RESIDUAL SUMS OF SQUARES 84 4
THE LINEAR REGRESSION MODEL WITH SPATIAL DATA 85 4.1 INTRODUCTION 85 4.2
SPECIFICATION OF A LINEAR REGRESSION MODEL 85 4.2.1 THE CONDITIONAL
SPECIFICATION 86 4.2.1.1 HYPOTHESES ON THE PROBABILITY MODEL (PM) 86
TABLE OF CONTENTS XV 4.2.1.2 HYPOTHESES ON THE STATISTICAL GENERATING
MECHANISM (GM) 87 4.2.1.3 HYPOTHESES ON THE SAMPLING MODEL (SM) 88 4.2.2
STANDARD TEXTBOOK SPECIFICATION 88 4.3 VIOLATION OF THE HYPOTHESES ON
THE SAMPLING MODEL 90 4.3.1 INTRODUCTION 90 4.3.2 A GENERAL-PURPOSE
TESTING PROCEDURE FOR SPATIAL INDEPENDENCE 91 4.3.3 THE RESPECIFICATION
OF THE LINEAR REGRESSION AS A MULTIVARIATE CAR FIELD 93 4.3.3.1
INTRODUCTION 93 4.3.3.2 RESPECIFICATION OF THE PM, GM AND SM HYPOTHESES
94 4.3.3.3 LIKELIHOOD OF A BIVARIATE CAR SPATIAL LINEAR REGRESSION MODEL
96 4.3.3.4 HYPOTHESIS TESTING IN THE BIVARIATE CAR SPATIAL LINEAR
REGRESSION MODEL 98 4.3.3.5 LIKELIHOOD OF A MULTIVARIATE CAR SPATIAL
LINEAR REGRESSION MODEL 100 4.3.4 THE RESPECIFICATION OF THE LINEAR
REGRESSION WITH SAR RESIDUALS (THE SPATIAL ERROR MODEL) 100 4.3.4.1
INTRODUCTION 100 4.3.4.2 DERIVATION OF THE LIKELIHOOD 102 4.3.4.3
EQUIVALENCE OF THE STATISTICAL MODEL IMPLIED BY THE BIVARIATE CAR AND
THE SAR RESIDUAL 103 43 A A HYPOTHESIS TESTING IN THE SPATIAL ERROR
MODEL 105 4.3.4.5 GENERALIZED LEAST SQUARES ESTIMATORS 106 4.3.4.6
APPROXIMATE ESTIMATION TECHNIQUES 108 4.3.5 THE RE-SPECIFICATION OF THE
LINEAR REGRESSION BY ADDING A SPATIAL LAG (THE SPATIAL LAG MODEL) 110
4.3.5.1 INTRODUCTION 110 4.3.5.2 DERIVATION OF THE LIKELIHOOD 110
4.3.5.3 ESTIMATION 113 4.3.5.4 HYPOTHESIS TESTING 115 4.3.6 ANSELIN S
GENERAL SPATIAL MODEL 116 4.4 VIOLATION OF THE HYPOTHESES ON THE
PROBABILITY MODEL 120 4.4.1 INTRODUCTION 120 XVI TABLE OF CONTENTS 4.4.2
NORMALITY 120 4.4.2.1 GENERALITIES 120 4.4.2.2 TESTING FOR DEPARTURES
FROM NORMALITY 121 4.4.2.3 SOLUTIONS TO THE PROBLEM OF NON-NORMALITY 123
4.4.3 SPATIAL HETEROSKEDASTICITY 126 4.4.3.1 INTRODUCTION 126 4.4.3.2
TESTING FOR SPATIAL HETEROSKEDASTICITY 128 4.4.3.3 SOLUTION TO THE
PROBLEM OF SPATIAL HETEROSKEDASTICITY 131 4.4.4 SPATIAL INVARIANCE OF
THE PARAMETERS 131 4.4.4.1 TESTING PARAMETERS SPATIAL INVARIANCE 131 A
A.4.2 ESTIMATION IN THE PRESENCE OF STRUCTURAL CHANGES 134 5 ITALIAN AND
EUROPEAN P-CONVERGENCE MODELS REVISITED.... 135 5.1 INTRODUCTION 135 5.2
A SPATIAL ECONOMETRIC ANALYSIS OF THE ITALIAN PROVINCES P-CONVERGENCE
MODEL 135 5.2.1 VIOLATION OF THE HYPOTHESES ON THE SAMPLING MODEL 135
5.2.2 VIOLATION OF THE HYPOTHESES ON THE PROBABILITY MODEL 138 5.3 A
SPATIAL ECONOMETRIC ANALYSIS OF THE EUROPEAN REGIONS P-CONVERGENCE MODEL
141 5.3.1 VIOLATION OF THE HYPOTHESES ON THE SAMPLING MODEL 141 5.3.2
VIOLATION OF THE HYPOTHESES ON THE PROBABILITY MODEL 143 6 LOOKING
AHEAD: A REVIEW OF MORE ADVANCED TOPICS IN SPATIAL ECONOMETRICS 147 6.1
INTRODUCTION 147 6.2 ALTERNATIVE MODELS 148 6.2.1 PANEL DATA MODELS 148
6.2.2 REGIONAL CONVERGENCE MODELS 149 6.2.3 SPACE-TIME MODELS 151 6.2.4
DISCRETE VARIABLES 153 6.2.5 SPATIAL EXTERNALITIES 153 6.2.6 BAYESIAN
MODELS 153 6.2.7 NON-PARAMETRIC TECHNIQUES 154 TABLE OF CONTENTS XVII
6.3 ALTERNATIVE TESTS 156 6.4 ALTERNATIVE ESTIMATION METHODS 159 6.5
EXPLORATORY TOOLS 162 APPENDIX: A REVIEW OF THE AVAILABLE SOFTWARE FOR
SPATIAL ECONOMETRIC ANALYSIS 163 A.I INTRODUCTION 163 A.2 THE SPACESTAT
PROGRAMME 164 A.3 GEODA 164 A.4 TOOLBOXES 165 REFERENCES 167 LIST OF
TABLES 191 LIST OF FIGURES 193 NAME INDEX 195 SUBJECT INDEX 201
|
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| illustrated | Illustrated |
| indexdate | 2024-12-20T12:36:09Z |
| institution | BVB |
| isbn | 354032304X 9783540323044 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014762886 |
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| physical | XVII, 207 S. graph. Darst., Kt. 235 mm x 155 mm |
| publishDate | 2006 |
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| record_format | marc |
| series2 | Advances in spatial science |
| spellingShingle | Arbia, Giuseppe 1958- Spatial econometrics Statistical foundations and applications to regional convergence Econometrische modellen gtt Ruimtelijke economie gtt Commercial geography Econometrics Economic geography Economics, Mathematical Regional economics Space in economics Ökonometrie (DE-588)4132280-0 gnd Räumliche Statistik (DE-588)4386767-4 gnd Wirtschaftsgeografie (DE-588)4066446-6 gnd Raumwirtschaftstheorie (DE-588)4121557-6 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4386767-4 (DE-588)4066446-6 (DE-588)4121557-6 (DE-588)4043212-9 |
| title | Spatial econometrics Statistical foundations and applications to regional convergence |
| title_auth | Spatial econometrics Statistical foundations and applications to regional convergence |
| title_exact_search | Spatial econometrics Statistical foundations and applications to regional convergence |
| title_full | Spatial econometrics Statistical foundations and applications to regional convergence Giuseppe Arbia |
| title_fullStr | Spatial econometrics Statistical foundations and applications to regional convergence Giuseppe Arbia |
| title_full_unstemmed | Spatial econometrics Statistical foundations and applications to regional convergence Giuseppe Arbia |
| title_short | Spatial econometrics |
| title_sort | spatial econometrics statistical foundations and applications to regional convergence |
| title_sub | Statistical foundations and applications to regional convergence |
| topic | Econometrische modellen gtt Ruimtelijke economie gtt Commercial geography Econometrics Economic geography Economics, Mathematical Regional economics Space in economics Ökonometrie (DE-588)4132280-0 gnd Räumliche Statistik (DE-588)4386767-4 gnd Wirtschaftsgeografie (DE-588)4066446-6 gnd Raumwirtschaftstheorie (DE-588)4121557-6 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| topic_facet | Econometrische modellen Ruimtelijke economie Commercial geography Econometrics Economic geography Economics, Mathematical Regional economics Space in economics Ökonometrie Räumliche Statistik Wirtschaftsgeografie Raumwirtschaftstheorie Ökonometrisches Modell |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=2762119&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014762886&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT arbiagiuseppe spatialeconometricsstatisticalfoundationsandapplicationstoregionalconvergence |
Inhaltsverzeichnis
Paper/Kapitel scannen lassen
Paper/Kapitel scannen lassen
Teilbibliothek Weihenstephan
| Signatur: |
1002 WIR 017f 2007 A 3208
Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |