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Beschreibung

Spatial Econometrics provides a modern, powerful and flexible skillset to early career researchers interested in entering this rapidly expanding discipline. It articulates the principles and current practice of modern spatial econometrics and spatial statistics, combining rigorous depth of presentation with unusual depth of coverage.

Introducing and formalizing the principles of, and 'need' for, models which define spatial interactions, the book provides a comprehensive framework for almost every major facet of modern science. Subjects covered at length include spatial regression models, weighting matrices, estimation procedures and the complications associated with their use. The work particularly focuses on models of uncertainty and estimation under various complications relating to model specifications, data problems, tests of hypotheses, along with systems and panel data extensions which are covered in exhaustive detail.

Extensions discussing pre-test procedures and Bayesian methodologies are provided at length. Throughout, direct applications of spatial models are described in detail, with copious illustrative empirical examples demonstrating how readers might implement spatial analysis in research projects.

Designed as a textbook and reference companion, every chapter concludes with a set of questions for formal or self--study. Finally, the book includes extensive supplementing information in a large sample theory in the R programming language that supports early career econometricians interested in the implementation of statistical procedures covered.

Spatial Econometrics provides a modern, powerful and flexible skillset to early career researchers interested in entering this rapidly expanding discipline. It articulates the principles and current practice of modern spatial econometrics and spatial statistics, combining rigorous depth of presentation with unusual depth of coverage.

Introducing and formalizing the principles of, and 'need' for, models which define spatial interactions, the book provides a comprehensive framework for almost every major facet of modern science. Subjects covered at length include spatial regression models, weighting matrices, estimation procedures and the complications associated with their use. The work particularly focuses on models of uncertainty and estimation under various complications relating to model specifications, data problems, tests of hypotheses, along with systems and panel data extensions which are covered in exhaustive detail.

Extensions discussing pre-test procedures and Bayesian methodologies are provided at length. Throughout, direct applications of spatial models are described in detail, with copious illustrative empirical examples demonstrating how readers might implement spatial analysis in research projects.

Designed as a textbook and reference companion, every chapter concludes with a set of questions for formal or self--study. Finally, the book includes extensive supplementing information in a large sample theory in the R programming language that supports early career econometricians interested in the implementation of statistical procedures covered.

Über den Autor
Harry Kelejian is Professor of Economics at the University of Maryland. He has held academic positions at Princeton and New York Universities. He has also been a Visiting Professor at the Institute for Advanced Studies in Vienna, Austria (1979, 2005, 2006); at the Australian National University in Canberra (1982); and at the University of Konstanz in Germany (1997). He was selected in 1995 for the Prentice Hall of Fame Economist Series. He publishes widely in applied and theoretical econometrics.
Inhaltsverzeichnis

1. Spatial Models: Basic Issues2. Specification and Estimation3. Spill Over Effects in Spatial Models4. Predictors in Spatial Models5. Problems in Estimating Weighting Matrices6. Additional Endogenous Variables: and Possible Nonlinearities7. Bayesian Analysis8. Pre-test and Sample Selection Issues in Spatial Analysis9. HAC Estimation of V-C Matrices10. Missing Data and Edge Issues11. Tests for Spatial Correlation12. Non-Nest Models and the J-Test13. Endogenous Weighting Matrices: Specification and Estimation14. Systems of Spatial Equations15. Panel Data ModelsAppendix A: Introduction to large sample theory Appendix B: Spatial Models in R

Details
Erscheinungsjahr: 2017
Fachbereich: Volkswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
ISBN-13: 9780128133873
ISBN-10: 0128133872
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Kelejian, Harry
Piras, Gianfranco
Hersteller: Elsevier Science
Verantwortliche Person für die EU: Zeitfracht Medien GmbH, Ferdinand-Jühlke-Str. 7, D-99095 Erfurt, produktsicherheit@zeitfracht.de
Maße: 231 x 180 x 25 mm
Von/Mit: Harry Kelejian (u. a.)
Erscheinungsdatum: 25.07.2017
Gewicht: 0,73 kg
Artikel-ID: 108573909