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Geographically weight seemingly unrelated regression (GWSUR): a method for exploring spatio-temporal heterogeneity

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ABSTRACT Geographically weight seemingly unrelated regression is a useful technique to explore the temporal and spatial heterogeneity simultaneously in space-time data analysis. In this article, a local linear-based estimating approach… Click to show full abstract

ABSTRACT Geographically weight seemingly unrelated regression is a useful technique to explore the temporal and spatial heterogeneity simultaneously in space-time data analysis. In this article, a local linear-based estimating approach is developed to estimate the unknown coefficient functions. Some simulations are conducted to examine the performance of our proposed method and the results are satisfactory. Finally, a real data example is considered.

Keywords: geographically weight; heterogeneity; unrelated regression; weight seemingly; seemingly unrelated

Journal Title: Applied Economics
Year Published: 2017

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