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Spatial Correlations In Panel Data
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Book Synopsis Spatial Correlations in Panel Data by : John C. Driscoll
Download or read book Spatial Correlations in Panel Data written by John C. Driscoll and published by . This book was released on 2016 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: A correction for spatial correlation in panel data.In many empirical applications involving combined time-series and cross-sectional data, the residuals from different cross-sectional units are likely to be correlated with one another. This is often the case in applications in macroeconomics and international economics where the cross-sectional units may be countries, states, or regions observed over time. Spatial correlations among such cross-sections may arise for a number of reasons, ranging from observed common shocks such as terms of trade or oil shocks, to unobserved contagion or neighborhood effects which propagate across countries in complex ways.Driscoll and Kraay observe that the presence of such spatial correlations in residuals complicates standard inference procedures that combine time-series and cross-sectional data since these techniques typically require the assumption that the cross-sectional units are independent. When this assumption is violated, estimates of standard errors are inconsistent, and hence are not useful for inference. And standard corrections for spatial correlations will be valid only if spatial correlations are of particular restrictive forms.Driscoll and Kraay propose a correction for spatial correlations that does not require strong assumptions concerning their form - and show that it is superior to a number of commonly used alternatives. This paper - a product of the Macroeconomics and Growth Division, Policy Research Department - is part of a larger effort in the department to study international macroeconomics.
Book Synopsis Spatial Correlations in Panel Data by : John Christopher Driscoll
Download or read book Spatial Correlations in Panel Data written by John Christopher Driscoll and published by World Bank Publications. This book was released on 1999 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: December 1995 A correction for spatial correlation in panel data. In many empirical applications involving combined time-series and cross-sectional data, the residuals from different cross-sectional units are likely to be correlated with one another. This is often the case in applications in macroeconomics and international economics where the cross-sectional units may be countries, states, or regions observed over time. Spatial correlations among such cross-sections may arise for a number of reasons, ranging from observed common shocks such as terms of trade or oil shocks, to unobserved contagion or neighborhood effects which propagate across countries in complex ways. Driscoll and Kraay observe that the presence of such spatial correlations in residuals complicates standard inference procedures that combine time-series and cross-sectional data since these techniques typically require the assumption that the cross-sectional units are independent. When this assumption is violated, estimates of standard errors are inconsistent, and hence are not useful for inference. And standard corrections for spatial correlations will be valid only if spatial correlations are of particular restrictive forms. Driscoll and Kraay propose a correction for spatial correlations that does not require strong assumptions concerning their form -- and show that it is superior to a number of commonly used alternatives. This paper -- a product of the Macroeconomics and Growth Division, Policy Research Department -- is part of a larger effort in the department to study international macroeconomics.
Book Synopsis Handbook of Applied Economic Statistics by : Aman Ullah
Download or read book Handbook of Applied Economic Statistics written by Aman Ullah and published by CRC Press. This book was released on 1998-02-03 with total page 646 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis. This work offers discussions on such areas as the function of statistics in aggregation, income inequality, poverty, health, spatial econometrics, panel and survey data, bootstrapping and time series.
Book Synopsis Estimation of Spatial Panels by : Lung-fei Lee
Download or read book Estimation of Spatial Panels written by Lung-fei Lee and published by Now Publishers Inc. This book was released on 2011 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: Estimation of Spatial Panels provides some recent developments on the specification and estimation of spatial panel models.
Book Synopsis The Oxford Handbook of Panel Data by : Badi Hani Baltagi
Download or read book The Oxford Handbook of Panel Data written by Badi Hani Baltagi and published by . This book was released on 2015 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
Book Synopsis Handbook of Applied Spatial Analysis by : Manfred M. Fischer
Download or read book Handbook of Applied Spatial Analysis written by Manfred M. Fischer and published by Springer Science & Business Media. This book was released on 2009-12-24 with total page 801 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook is written for academics, researchers, practitioners and advanced graduate students. It has been designed to be read by those new or starting out in the field of spatial analysis as well as by those who are already familiar with the field. The chapters have been written in such a way that readers who are new to the field will gain important overview and insight. At the same time, those readers who are already practitioners in the field will gain through the advanced and/or updated tools and new materials and state-of-the-art developments included. This volume provides an accounting of the diversity of current and emergent approaches, not available elsewhere despite the many excellent journals and te- books that exist. Most of the chapters are original, some few are reprints from the Journal of Geographical Systems, Geographical Analysis, The Review of Regional Studies and Letters of Spatial and Resource Sciences. We let our contributors - velop, from their particular perspective and insights, their own strategies for m- ping the part of terrain for which they were responsible. As the chapters were submitted, we became the first consumers of the project we had initiated. We gained from depth, breadth and distinctiveness of our contributors’ insights and, in particular, the presence of links between them.
Book Synopsis Spatial Econometrics by : J. Paul Elhorst
Download or read book Spatial Econometrics written by J. Paul Elhorst and published by Springer Science & Business Media. This book was released on 2013-09-30 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of three generations of spatial econometric models: models based on cross-sectional data, static models based on spatial panels and dynamic spatial panel data models. The book not only presents different model specifications and their corresponding estimators, but also critically discusses the purposes for which these models can be used and how their results should be interpreted.
Book Synopsis Spatial Econometrics by : Harry Kelejian
Download or read book Spatial Econometrics written by Harry Kelejian and published by Academic Press. This book was released on 2017-07-20 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. Combines advanced theoretical foundations with cutting-edge computational developments in R Builds from solid foundations, to more sophisticated extensions that are intended to jumpstart research careers in spatial econometrics Written by two of the most accomplished and extensively published econometricians working in the discipline Describes fundamental principles intuitively, but without sacrificing rigor Provides empirical illustrations for many spatial methods across diverse field Emphasizes a modern treatment of the field using the generalized method of moments (GMM) approach Explores sophisticated modern research methodologies, including pre-test procedures and Bayesian data analysis
Book Synopsis Panel Data Econometrics with R by : Yves Croissant
Download or read book Panel Data Econometrics with R written by Yves Croissant and published by John Wiley & Sons. This book was released on 2018-08-10 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
Book Synopsis Spatial Multivariate Regressions with Panel Data by : Mário Jorge Cardoso de Mendonça
Download or read book Spatial Multivariate Regressions with Panel Data written by Mário Jorge Cardoso de Mendonça and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We develop a new Bayesian estimator that is able to deal with multivariate panel data structure in the presence of spatial correlation. The analysis of panel data introduced here allows us to analyze not only the fixed effect but also the random effect model. This work extends the previous study undertaken by Gamerman and Moreira (2004) which only spatial scale is considered. To estimate the random effect model we use the hierarchical analysis that can be applied to estimate some categories of longitudinal data models. The Monte Carlo simulations demonstrate the ability of this new estimator to replicate quite well simulated data. To show the empirical relevance of this new estimator we apply it to the deforestation data in the Brazilian Amazon.
Book Synopsis Panel Data Econometrics with R by : Yves Croissant
Download or read book Panel Data Econometrics with R written by Yves Croissant and published by John Wiley & Sons. This book was released on 2018-11-05 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
Book Synopsis Introduction to Spatial Econometrics by : James LeSage
Download or read book Introduction to Spatial Econometrics written by James LeSage and published by CRC Press. This book was released on 2009-01-20 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although interest in spatial regression models has surged in recent years, a comprehensive, up-to-date text on these approaches does not exist. Filling this void, Introduction to Spatial Econometrics presents a variety of regression methods used to analyze spatial data samples that violate the traditional assumption of independence between observat
Book Synopsis The Econometrics of Panel Data by : Lászlo Mátyás
Download or read book The Econometrics of Panel Data written by Lászlo Mátyás and published by Springer Science & Business Media. This book was released on 2008-04-06 with total page 966 pages. Available in PDF, EPUB and Kindle. Book excerpt: This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.
Book Synopsis Panel Data Models with Spatial Correlation by : Mudit Kapoor
Download or read book Panel Data Models with Spatial Correlation written by Mudit Kapoor and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Advances in Spatial Econometrics by : Luc Anselin
Download or read book Advances in Spatial Econometrics written by Luc Anselin and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: World-renowned experts in spatial statistics and spatial econometrics present the latest advances in specification and estimation of spatial econometric models. This includes information on the development of tools and software, and various applications. The text introduces new tests and estimators for spatial regression models, including discrete choice and simultaneous equation models. The performance of techniques is demonstrated through simulation results and a wide array of applications related to economic growth, international trade, knowledge externalities, population-employment dynamics, urban crime, land use, and environmental issues. An exciting new text for academics with a theoretical interest in spatial statistics and econometrics, and for practitioners looking for modern and up-to-date techniques.
Book Synopsis Prediction in the Panel Data Model with Spatial Correlation by : Badi H. Baltagi
Download or read book Prediction in the Panel Data Model with Spatial Correlation written by Badi H. Baltagi and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper considers the problem of prediction in a panel data regression model with spatial auto-correlation in the context of a simple demand equation for liquor. This is based on a panel of 43 states over the period 1965-1994. The spatial auto-correlation due to neighboring states and the individual heterogeneity across states is taken explicitly into account. We compare the performance of several predictors of the states demand for liquor for one year and five years ahead. The estimators whose predictions are compared include OLS, fixed effects ignoring spatial correlation, fixed effects with spatial correlation, random effects GLS estimator ignoring spatial correlation and random effects estimator accounting for the spatial correlation. Based on RMSE forecast performance, estimators that take into account spatial correlation and heterogeneity across the states perform the best for one year ahead forecasts. However, for two to five years ahead forecasts, estimators that take into account the heterogeneity across the states yield the best forecasts.
Book Synopsis Spatial Relationships Between Two Georeferenced Variables by : Ronny Vallejos
Download or read book Spatial Relationships Between Two Georeferenced Variables written by Ronny Vallejos and published by Springer Nature. This book was released on 2020-09-22 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers essential, systematic information on the assessment of the spatial association between two processes from a statistical standpoint. Divided into eight chapters, the book begins with preliminary concepts, mainly concerning spatial statistics. The following seven chapters focus on the methodologies needed to assess the correlation between two or more processes; from theory introduced 35 years ago, to techniques that have only recently been published. Furthermore, each chapter contains a section on R computations to explore how the methodology works with real data. References and a list of exercises are included at the end of each chapter. The assessment of the correlation between two spatial processes has been tackled from several different perspectives in a variety of applications fields. In particular, the problem of testing for the existence of spatial association between two georeferenced variables is relevant for posterior modeling and inference. One evident application in this context is the quantification of the spatial correlation between two images (processes defined on a rectangular grid in a two-dimensional space). From a statistical perspective, this problem can be handled via hypothesis testing, or by using extensions of the correlation coefficient. In an image-processing framework, these extensions can also be used to define similarity indices between images.
