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Introduction to Spatial Econometrics
ISBN-13:
9781420064254
Veröffentl:
2009
Seiten:
340
Autor:
James Lesage
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
2 - DRM Adobe
Sprache:
Englisch
Beschreibung:
Introduction to Spatial Econometrics presents a variety of regression methods for analyzing spatial data samples that violate the traditional assumption of independence between observations. It explores a range of alternative topics, including maximum likelihood and Bayesian estimation, various types of spatial regression specifications, and applied modeling situations involving different circumstances. The authors clarify the often-mystifying phenomenon of simultaneous spatial dependence. By presenting new methods, they help with the interpretation of spatial regression models. MATLAB toolboxes useful for spatial econometric estimation are made available on the authors' websites.
Introduction. Motivating and Interpreting Spatial Econometric Models. Maximum Likelihood Estimation. Log-Determinants and Spatial Weights. Bayesian Spatial Econometric Models. Model Comparison. Spatiotemporal and Spatial Models. Spatial Econometric Interaction Models. Matrix Exponential Spatial Models. Limited Dependent Variable Spatial Models. References.
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