Spatial and Spatiotemporal Econometrics by Jp Lesage
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.-
Econometrics of Climate, Energy, and Green Transition
-
Regression Discontinuity Designs
-
Essays in Honor of Jerry Hausman
-
The Econometrics of Complex Survey Data
-
30th Anniversary Edition
-
DSGE Models in Macroeconomics
-
Var Models in Macroeconomics - New Developments and Applications
-
Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling
-
Essays in Honor of Cheng Hsiao
-
Nonstationary Panels, Panel Cointegration, and Dynamic Panels
-
Bayesian Econometrics
-
Econometrics and Risk Management
-
Spatial Econometrics
-
Maximum Likelihood Estimation of Misspecified Models
-
Applying Maximum Entropy to Econometric Problems
-
Messy Data
-
Applications of Artificial Intelligence in Finance and Economics
-
The Econometrics of Networks
-
Econometric Models in Marketing
-
Econometric Analysis of Financial and Economic Time Series
-
Modelling and Evaluating Treatment Effects in Econometrics
-
Essays in Honour of Fabio Canova
-
Maximum Simulated Likelihood Methods and Applications
-
Essays in Honor of Aman Ullah
-
Structural Econometric Models
-
Measurement Error
-
Dynamic Factor Models
-
Nonparametric Econometric Methods
-
Bayesian Model Comparison
-
Essays in Honor of M. Hashem Pesaran
-
Essays in Honor of Joon Y. Park
-
Essays in Honor of Subal Kumbhakar
-
Essays in Honor of Peter C. B. Phillips
Ten papers consider alternative spatial and spatiotemporal econometric models and estimation methodsJournal of Economic Literature, 2005.
| SKU | Unavailable |
| ISBN 13 | 9780762311484 |
| ISBN 10 | 0762311487 |
| Title | Spatial and Spatiotemporal Econometrics |
| Author | Jp Lesage |
| Series | Advances In Econometrics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Emerald Publishing Limited |
| Year published | 2004-12-30 |
| Number of pages | 340 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |