Spatial and spatiotemporal econometrics
著者
書誌事項
Spatial and spatiotemporal econometrics
(Advances in econometrics : a research annual / editors, R.L. Basmann, George F. Rhodes, Jr, v. 18)
Elsevier/JAI, 2004
大学図書館所蔵 全33件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references
内容説明・目次
内容説明
This volume focuses on econometric models that confront estimation and inference issues occurring when sample data exhibit spatial or spatiotemporal dependence. This can arise when decisions or transactions of economic agents are related to the behaviour of nearby agents. Dependence of one observation on neighbouring observations violates the typical assumption of independence made in regression analysis. Contributions to this volume by leading experts in the field of spatial econometrics provide details regarding estimation and inference based on a variety of econometric methods including, maximum likelihood, Bayesian and hierarchical Bayes, instrumental variables, generalized method of moments, maximum entropy, non-parametric and spatiotemporal. An overview of spatial econometric models and methods is provided that places contributions to this volume in the context of existing literature. New methods for estimation and inference are introduced in this volume and Monte Carlo comparisons of existing methods are described. In addition to topics involving estimation and inference, approaches to model comparison and selection are set forth along with new tests for spatial dependence and functional form. These methods are applied to a variety of economic problems including: hedonic real estate pricing, agricultural harvests and disaster payments, voting behaviour, identification of edge cities, and regional labour markets. The volume is supported by a web site containing data sets and software to implement many of the methods described by contributors to this volume.
目次
1) Introduction (J.P. LeSage, R. Kelley Pace). Maximum Likelihood Methods 2) Testing for Linear and Log-Linear Models against Box-Cox Alternatives with Spatial Lag Dependence (B.H. Baltagi, D. Li). 3) Spatial Lags and Spatial Errors Revisited: Some Monte Carlo Evidence (R. Dubin). Bayesian Methods 4) Bayesian Model Choice in Spatial Econometrics (L.W. Hepple). 5) A Bayesian Probit Model with Spatial Dependencies (T.E. Smith, J.P. LeSage). Alternative Estimation Methods 6) Instrumental Variable Estimation of a Spatial Autorgressive Model with Autoregressive Disturbances: Large and Small Sample Results (H.H. Kelejian, I. R. Prucha, Y. Yuzefovich). 7) Generalized Maximum Entropy Estimation of a First Order Spatial Autoregressive Model (T.L. Marsh, R.C. Mittelhammer). Nonparametric Methods 8) Employment subcenters and home price appreciation rates in Metropolitan Chicago (D.P. McMillen). 9) Searching for housing submarkets using mixtures of Linear Models (M.D. Ugarte, T. Goicoa, A.F. Militino). Spatiotemporal Methods 10) Spatio-Temporal Autoregressive Models for US unemployment rate (X. de Luna, M.G. Genton). 11) A learning rule for inferring local distributions over space and time (S.M. Stohs, J.T. LaFrance).
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