Spatial and Spatiotemporal Econometrics, Volume 18 (Advances in Econometrics)

Spatial and Spatiotemporal Econometrics, Volume 18 (Advances in Econometrics)
Автор
 
Год
 
Страниц
 
340
ISBN
 
0762311487
Издатель
 
Princeton University Press
Категория
 
Разное

Описание:

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...

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