Introduction to spatial econometrics / James LeSage, R. Kelley Pace.
Series: STATISTICS:TEXTBOOKS and MONOGRAPHS | Statistics, textbooks and monographsPublication details: Boca Raton : CRC Press, c2009.Description: xiii, 354 p: ill. (some col.), maps (some col.) ; 25 cmISBN:- 9781420064247
- 142006424X (alk. paper)
- 330.015195 22 LES
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Book Open Access
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Natural Resources and Environmental Sciences Library | 330.015195 LES (Browse shelf(Opens below)) | 2 | Available | 97814200642472 | |
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Book Open Access
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Natural Resources and Environmental Sciences Library | 330.015195 LES (Browse shelf(Opens below)) | 3 | Available | 97814200842473 |
Table of Contents
1 Introduction 1
Spatial dependence
The spatial autoregressive process
An illustration of spatial spillovers
The role of spatial econometric models
The plan of the text
2.Motivating and Interpreting Spatial Econometric Models 25
A time-dependence motivation
An omitted variables motivation
A spatial heterogeneity motivation
An externalities-based motivation
A model uncertainty motivation
Spatial autoregressive regression models
Interpreting parameter estimates
3.Maximum Likelihood Estimation 45
Model estimation
Estimates of dispersion for the parameters
Omitted variables with spatial dependence
An applied example
4.Log-Determinants and Spatial Weights 77
Determinants and transformations
Basic determinant computation
Determinants of spatial systems
Monte Carlo approximation of the log-determinant
Chebyshev approximation
Extrapolation
Determinant bounds
Inverses and other functions
Expressions for interpretation of spatial models
Closed-form solutions for single parameter spatial models
Forming spatial weights
5.Bayesian Spatial Econometric Models 123
Bayesian methodology
Conventional Bayesian treatment of the SAR model
MCMC estimation of Bayesian spatial models
The MCMC algorithm
An applied illustration
Uses for Bayesian spatial models
6.Model Comparison 155
Comparison of spatial and non-spatial models
An applied example of model comparison
Bayesian model comparison
Chapter appendix
7.Spatiotemporal and Spatial Models 189
Spatiotemporal partial adjustment model
Relation between spatiotemporal and SAR models
Relation between spatiotemporal and SEM models
Covariance matrices
Spatial econometric and statistical models
Patterns of temporal and spatial dependence
8.Spatial Econometric Interaction Models 211
Interregional flows in a spatial regression context
Maximum likelihood and Bayesian estimation
Application of the spatial econometric interaction model
Extending the spatial econometric interaction model
9.Matrix Exponential Spatial Models 237
The MESS model
Spatial error models using MESS
A Bayesian version of the model
Extensions of the model
Fractional differencing
10.Limited Dependent Variable Spatial Models 279
Bayesian latent variable treatment
The ordered spatial probit model
Spatial Tobit models
The multinomial spatial probit model
An applied illustration of spatial MNP
Spatially structured effects probit models
References
A summary appears at the end of each chapter.
Includes bibliographical references (p. 323-336) and index.
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