A primer for spatial econometrics: with applications in R
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Basingstoke [u.a.]
Palgrave Macmillan
2014
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| Edition: | 1. publ. |
| Series: | Palgrave texts in econometrics
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| Subjects: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027513214&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Physical Description: | XVI, 230 S. graph. Darst., Kt. 23 cm |
| ISBN: | 9780230360389 9781137428165 |
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Record in the Search Index
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| adam_text | Titel: A primer for spatial econometrics
Autor: Arbia, Giuseppe
Jahr: 2014
Contents
List of Figures ix
List of Examples x
Foreword by William Greene xii
Preface and Acknowledgements xiii
1 The Classical Linear Regression Model 1
1.1 The basic linear regression model 1
1.2 Non-sphericity of the disturbances 11
1.3 Endogeneity 16
1.4 R Codes: running a regression 20
Key Terms and Concepts Introduced 22
Questions 22
Exercises 23
References to the Chapter 25
2 Some Important Spatial Definitions 26
2.1 The Spatial Weight Matrix W and the definition of
Spatial Lag 26
2.2 Testing spatial autocorrelation among OLS
residuals without an explicit alternative hypothesis 33
2.3 R Codes 39
Key Terms and Concepts Introduced 47
Questions 47
Exercises 47
References to the Chapter 50
3 Spatial Linear Regression Models 51
3.1 Generalities 51
3.2 Pure spatial autoregression 52
3.3 The classical model with spatially lagged
non-stochastic regressors 55
3.4 The Spatial Error Model (SEM) 55
3.5 The Spatial Lag Model (SLM) 66
3.6 The general SARAR(1,1) Model 74
3.7 Testing spatial autocorrelation among the
residuals with an explicit alternative hypothesis 82
vii
viii Contents
3.8 Interpretation of the parameters in spatial
econometric models 87
3.9 R Codes: estimating linear spatial models 90
Key Terms and Concepts Introduced 93
Questions 93
Exercises 94
References to the Chapter 97
4 Further Topics in Spatial Econometrics 99
4.1 Heteroscedastic innovations 99
4.2 Spatial models for binary response variables 111
4.3 Spatial panel data models (Written by Giovanni Millo) 128
4.4 Non-stationary spatial econometric models . 145
4.5 R Codes 153
Key Terms and Concepts Introduced 158
Questions 160
Exercises 160
References to the Chapter 162
5 Alternative Model Specifications for Big Datasets 167
5.1 Introduction 167
5.2 The MESS specification 169
5.3 The unilateral approximation approach 178
5.4 A composite likelihood approach 189
5.5 R Codes 196
Key Terms and Concepts Introduced 198
Questions 198
Exercises 199
References to the Chapter 200
6 Conclusions: What s Next? 202
Solutions to the Exercises 207
Index 225
|
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| discipline | Informatik Wirtschaftswissenschaften |
| edition | 1. publ. |
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| genre | (DE-588)4151278-9 Einführung gnd-content |
| genre_facet | Einführung |
| id | DE-604.BV042071968 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T17:01:31Z |
| institution | BVB |
| isbn | 9780230360389 9781137428165 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027513214 |
| oclc_num | 882989028 |
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| owner_facet | DE-N2 DE-355 DE-BY-UBR DE-703 DE-945 DE-521 |
| physical | XVI, 230 S. graph. Darst., Kt. 23 cm |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | Palgrave Macmillan |
| record_format | marc |
| series2 | Palgrave texts in econometrics |
| spellingShingle | Arbia, Giuseppe 1958- A primer for spatial econometrics with applications in R Regionalanalyse (DE-588)4299244-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4299244-8 (DE-588)4132280-0 (DE-588)4151278-9 |
| title | A primer for spatial econometrics with applications in R |
| title_auth | A primer for spatial econometrics with applications in R |
| title_exact_search | A primer for spatial econometrics with applications in R |
| title_full | A primer for spatial econometrics with applications in R Giuseppe Arbia |
| title_fullStr | A primer for spatial econometrics with applications in R Giuseppe Arbia |
| title_full_unstemmed | A primer for spatial econometrics with applications in R Giuseppe Arbia |
| title_short | A primer for spatial econometrics |
| title_sort | a primer for spatial econometrics with applications in r |
| title_sub | with applications in R |
| topic | Regionalanalyse (DE-588)4299244-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Regionalanalyse Ökonometrie Einführung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027513214&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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