A Bayesian spatial autoregressive logit model with an empirical application to European regional FDI flows
Sign Up to like & getrecommendations! Published in 2020 at "Empirical Economics"
DOI: 10.1007/s00181-020-01856-w
Abstract: In this paper, we propose a Bayesian estimation approach for a spatial autoregressive logit specification. Our approach relies on recent advances in Bayesian computing, making use of Pólya–Gamma sampling for Bayesian Markov-chain Monte Carlo algorithms.… read more here.
Keywords: regional fdi; european regional; autoregressive logit; spatial autoregressive ... See more keywords
Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
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DOI: 10.1007/s00362-021-01241-4
Abstract: In this paper, we consider problem of variable selection in higher-order partially linear spatial autoregressive model with a diverging number of parameters. By combining series approximation method, two-stage least squares method and a class of… read more here.
Keywords: proposed variable; variable selection; selection method; spatial autoregressive ... See more keywords
Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
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DOI: 10.1016/j.jeconom.2016.04.019
Abstract: This paper investigates a simultaneous equations spatial autoregressive model which incorporates simultaneity effects, own-variable spatial lags and cross-variable spatial lags as explanatory variables, and allows for correlation between disturbances across equations. In exposition, we also… read more here.
Keywords: equations spatial; identification qml; estimation; simultaneous equations ... See more keywords
Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
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DOI: 10.1016/j.jeconom.2017.10.008
Abstract: Abstract This paper extends the ML estimation of a spatial autoregressive Tobit model under normal disturbances in Xu and Lee (2015b, Journal of Econometrics) to distribution-free estimation. We examine the sieve MLE of the model,… read more here.
Keywords: autoregressive tobit; tobit; tobit model; spatial autoregressive ... See more keywords
GEL estimation and tests of spatial autoregressive models
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DOI: 10.1016/j.jeconom.2018.07.007
Abstract: Abstract This paper considers the generalized empirical likelihood (GEL) estimation and tests of high order spatial autoregressive (SAR) models by exploring an inherent martingale structure. The GEL estimator has the same asymptotic distribution as the… read more here.
Keywords: estimator; spatial autoregressive; gel estimation; estimation ... See more keywords
Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach
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DOI: 10.1016/j.regsciurbeco.2016.12.003
Abstract: In this paper we consider estimation and model selection of higher-order spatial autoregressive model by an efficient Bayesian approach. Based upon the exchange algorithm, we develop an efficient MCMC sampler, which does not rely on… read more here.
Keywords: higher order; model; model selection; spatial autoregressive ... See more keywords
Interaction matrix selection in spatial autoregressive models with an application to growth theory
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DOI: 10.1016/j.regsciurbeco.2019.01.002
Abstract: The interaction matrix, or spatial weight matrix, is the fundamental tool to model cross-sectional interdependence between observations in spatial autoregressive models. However, it is most of the time not derived from theory, as it should… read more here.
Keywords: interaction matrix; application; interaction; spatial autoregressive ... See more keywords
Variable selection for spatial autoregressive models
Sign Up to like & getrecommendations! Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2019.1649428
Abstract: Abstract This paper considers variable selection for spatial autoregressive models based on the minimum prediction error criterion. Firstly, based on an initial consistent estimator, a new loss function is constructed from the perspective of prediction,… read more here.
Keywords: selection spatial; autoregressive models; method; selection ... See more keywords
Semi-functional partial linear spatial autoregressive model
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DOI: 10.1080/03610926.2020.1738485
Abstract: Abstract This paper proposes a semi-functional partial linear spatial autoregressive (SAR) model, in which we allow one of the explanatory variables to be a functional variable, while the dependent variable is scalar. We aim to… read more here.
Keywords: spatial autoregressive; linear spatial; functional partial; semi functional ... See more keywords
Spatial autoregressive partially linear varying coefficient models
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DOI: 10.1080/10485252.2020.1759596
Abstract: ABSTRACT In this article, we consider a class of partially linear spatially varying coefficient autoregressive models for data distributed over complex domains. We propose approximating the varying coefficient functions via bivariate splines over triangulation to… read more here.
Keywords: autoregressive partially; spatial autoregressive; coefficient models; varying coefficient ... See more keywords
About predictions in spatial autoregressive models: optimal and almost optimal strategies
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DOI: 10.1080/17421772.2017.1300679
Abstract: ABSTRACT About predictions in spatial autoregressive models: optimal and almost optimal strategies. Spatial Economic Analysis. This paper addresses the problem of prediction in the spatial autoregressive (SAR) model for areal data, which is classically used… read more here.
Keywords: models optimal; optimal almost; almost optimal; autoregressive models ... See more keywords