Spatial econometrics /
| Main Authors: | , |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
London, United Kingdom :
Academic Press,
[2017]
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Front Cover; Spatial Econometrics; Copyright; Contents; List of Empirical Illustrations; List of Figures; List of Tables; Preface; Acknowledgements; 1 Spatial Models: Basic Issues; 1.1 Illustrations Involving Spatial Interactions; 1.2 Concept of a Neighbor and the Weighting Matrix; 1.3 Some Different Ways to Specify Spatial Weighting Matrices; 1.4 Typical Weighting Matrices in Computer Studies; Suggested Problems; 2 Specification and Estimation; 2.1 The General Model; 2.1.1 Triangular Arrays; 2.1.2 Geršgorin's Theorem and Weighting Matrices
- 3 Spillover Effects in Spatial Models3.1 Effects Emanating From a Given Unit; 3.2 Emanating Effects of a Uniform Worsening of Fundamentals; 3.3 Vulnerability of a Given Unit to Spillovers; Suggested Problems; 4 Predictors in Spatial Models; 4.1 Preliminaries on Expectations; 4.2 Information Sets and Predictors of the Dependent Variable; 4.3 Mean Squared Errors of the Predictors; Suggested Problems; 5 Problems in Estimating Weighting Matrices; 5.1 The Spatial Model; 5.2 Shortcomings of Selection Based on R2; 5.3 An Extension to Nonlinear Spatial Models
- 5.4 R2 Selection in the Multiple Panel Case Suggested Problems; 6 Additional Endogenous Variables: Possible Nonlinearities; 6.1 Introductory Comments; 6.2 Identi cation and Estimation: A Linear System; 6.3 A Corresponding Nonlinear Model; 6.4 Estimation in the Nonlinear Model; 6.5 Large Sample and Related Issues; 6.6 Generalizations and Special Points to Note; 6.7 Applications to Spatial Models; 6.8 Problems With MLE; Suggested Problems; 7 Bayesian Analysis; 7.1 Introductory Comments; 7.2 Fundamentals of the Bayesian Approach; 7.3 Learning and Prejudgment Issues
- 7.4 Comments on Uninformed Priors7.5 Applications and Limiting Cases; 7.6 Properties of the Multivariate t; 7.7 Useful Sampling Procedures in Bayesian Analysis; 7.8 The Spatial Lag Model and Gibbs Sampling; 7.9 Bayesian Posterior Odds and Model Selection; 7.10 Problems With the Bayesian Approach; Suggested Problems; 8 Pretest and Sample Selection Issues in Spatial Analysis; 8.1 Introductory Comments; 8.2 A Preliminary Result; 8.3 Illustrations; 8.4 Mean Squared Errors; 8.5 Pretesting in Spatial Models: Large Sample Issues; 8.6 Final Comments on Pretesting; 8.7 A Related Issue: Data Selection