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Spatial Weights Matrix Selection and Model Averaging for Spatial Autoregressive Models
Model Selection Model Averaging Spatial Econometrics Spatial Autoregressive
2016/1/26
Spatial econometrics relies on spatial weights matrix to specify the cross sectional depen-dence, which might not be unique. This paper proposes a model selection procedure to choose an optimal weight...
Spatial Weights Matrix Selection and Model Averaging for Spatial Autoregressive Models
Model Selection Model Averaging Spatial Econometrics Spatial Autoregressive
2016/1/20
Spatial econometrics relies on spatial weights matrix to specify the cross sectional depen-dence, which might not be unique. This paper proposes a model selection procedure to choose an optimal weight...
Near Unit Root in the Spatial Autoregressive Model
Spatial autoregressive model Spatial unit root Near unit root Two stage least square Quasi-maximum likelihood estimatio
2016/1/19
This paper studies the spatial autoregressive (SAR) model for cross sectional data when the true spatial e¤ect parameter is near unity. We decompose the data generating process into an unstable compon...
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances
spreg spatial-autoregressive models
2015/9/24
We describe the spreg command, which implements a maximum
likelihood estimator and a generalized spatial two-stage least-squares estimator
for the parameters of a linear cross-sectional spatial-auto...
A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables
spivreg spatial-autoregressive models
2015/9/24
We describe the spivreg command, which estimates the parameters
of linear cross-sectional spatial-autoregressive models with spatial-autoregressive
disturbances, where the model may also contain add...