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Spatial Weights Matrix Selection and Model Averaging for Spatial Autoregressive Models
Model Selection Model Averaging Spatial Econometrics Spatial Autoregressive
2016/1/26
Spatial econometrics relies on spatial weights matrix to specify the cross sectional depen-dence, which might not be unique. This paper proposes a model selection procedure to choose an optimal weight...
Spatial Weights Matrix Selection and Model Averaging for Spatial Autoregressive Models
Model Selection Model Averaging Spatial Econometrics Spatial Autoregressive
2016/1/20
Spatial econometrics relies on spatial weights matrix to specify the cross sectional depen-dence, which might not be unique. This paper proposes a model selection procedure to choose an optimal weight...
Near Unit Root in the Spatial Autoregressive Model
Spatial autoregressive model Spatial unit root Near unit root Two stage least square Quasi-maximum likelihood estimatio
2016/1/19
This paper studies the spatial autoregressive (SAR) model for cross sectional data when the true spatial e¤ect parameter is near unity. We decompose the data generating process into an unstable compon...