Spatial econometrics

L Anselin - Handbook of spatial analysis in the social sciences, 2022 - elgaronline.com
In many instances in empirical spatial analysis, the method of choice is a regression
analysis, whereby a variable of interest (the dependent variable) is related in a linear way to …

Under the hood issues in the specification and interpretation of spatial regression models

L Anselin - Agricultural economics, 2002 - Wiley Online Library
This paper reviews a number of conceptual issues pertaining to the implementation of an
explicit “spatial” perspective in applied econometrics. It provides an overview of the …

[HTML][HTML] Thirty years of spatial econometrics

L Anselin - Papers in regional science, 2010 - Elsevier
In this paper, I give a personal view on the development of the field of spatial econometrics
during the past 30 years. I argue that it has moved from the margins to the mainstream of …

Estimation of spatial autoregressive panel data models with fixed effects

L Lee, J Yu - Journal of econometrics, 2010 - Elsevier
This paper establishes asymptotic properties of quasi-maximum likelihood estimators for
SAR panel data models with fixed effects and SAR disturbances. A direct approach is to …

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

HH Kelejian, IR Prucha - Journal of econometrics, 2010 - Elsevier
This study develops a methodology of inference for a widely used Cliff–Ord type spatial
model containing spatial lags in the dependent variable, exogenous variables, and the …

Asymptotic distributions of quasi‐maximum likelihood estimators for spatial autoregressive models

LF Lee - Econometrica, 2004 - Wiley Online Library
This paper investigates asymptotic properties of the maximum likelihood estimator and the
quasi‐maximum likelihood estimator for the spatial autoregressive model. The rates of …

Panel data models with spatially correlated error components

M Kapoor, HH Kelejian, IR Prucha - Journal of econometrics, 2007 - Elsevier
In this paper we consider a panel data model with error components that are both spatially
and time-wise correlated. The model blends specifications typically considered in the spatial …

Health care expenditure and income in the OECD reconsidered: Evidence from panel data

BH Baltagi, F Moscone - Economic modelling, 2010 - Elsevier
This paper reconsiders the long-run economic relationship between health care expenditure
and income using a panel of 20 OECD countries observed over the period 1971–2004. In …

Regional differences in the industrial water use efficiency of China: The spatial spillover effect and relevant factors

Y Chen, G Yin, K Liu - Resources, Conservation and Recycling, 2021 - Elsevier
Increasing industrial water use efficiency is key to achieving sustainable industrial
development. This study employed bootstrap-data envelopment analysis to calculate the …

Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large

J Yu, R De Jong, L Lee - Journal of Econometrics, 2008 - Elsevier
This paper investigates the asymptotic properties of quasi-maximum likelihood estimators for
spatial dynamic panel data with fixed effects, when both the number of individuals n and the …