Spatial Correlations In Panel Data

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Spatial Correlations in Panel Data

Author : John Christopher Driscoll
Publisher : World Bank Publications
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4./5 ( download)

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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.

Handbook of Applied Economic Statistics

Author : Aman Ullah
Publisher : CRC Press
ISBN 13 : 1482269902
Total Pages : 646 pages
Book Rating : 4.4/5 (822 download)

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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.

Handbook of Applied Spatial Analysis

Author : Manfred M. Fischer
Publisher : Springer Science & Business Media
ISBN 13 : 3642036473
Total Pages : 801 pages
Book Rating : 4.6/5 (42 download)

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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.

The Oxford Handbook of Panel Data

Author : Badi Hani Baltagi
Publisher :
ISBN 13 : 0199940045
Total Pages : 705 pages
Book Rating : 4.1/5 (999 download)

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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.

Spatial Econometrics

Author : J. Paul Elhorst
Publisher : Springer Science & Business Media
ISBN 13 : 3642403409
Total Pages : 125 pages
Book Rating : 4.6/5 (424 download)

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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.

Spatial Econometrics

Author : Harry Kelejian
Publisher : Academic Press
ISBN 13 : 0128133929
Total Pages : 460 pages
Book Rating : 4.1/5 (281 download)

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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

Introduction to Spatial Econometrics

Author : James LeSage
Publisher : CRC Press
ISBN 13 : 1420064258
Total Pages : 362 pages
Book Rating : 4.4/5 (2 download)

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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

Panel Data Econometrics with R

Author : Yves Croissant
Publisher : John Wiley & Sons
ISBN 13 : 1118949188
Total Pages : 435 pages
Book Rating : 4.1/5 (189 download)

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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 435 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.

Econometric Analysis of Cross Section and Panel Data, second edition

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
ISBN 13 : 0262232588
Total Pages : 1095 pages
Book Rating : 4.2/5 (622 download)

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Book Synopsis Econometric Analysis of Cross Section and Panel Data, second edition by : Jeffrey M. Wooldridge

Download or read book Econometric Analysis of Cross Section and Panel Data, second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Estimation of Spatial Panels

Author : Lung-fei Lee
Publisher : Now Publishers Inc
ISBN 13 : 160198426X
Total Pages : 178 pages
Book Rating : 4.6/5 (19 download)

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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.

The Econometrics of Panel Data

Author : Lászlo Mátyás
Publisher : Advanced Studies in Theoretical and Applied Econometrics
ISBN 13 :
Total Pages : 992 pages
Book Rating : 4.3/5 ( download)

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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 Advanced Studies in Theoretical and Applied Econometrics. This book was released on 2008-04-25 with total page 992 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. This third edition provides a presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household's behaviors.

Advances in Spatial Econometrics

Author : Luc Anselin
Publisher : Springer Science & Business Media
ISBN 13 : 3662056178
Total Pages : 516 pages
Book Rating : 4.6/5 (62 download)

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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.

Spatial Correlations in Panel Data

Author : John C. Driscoll
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (129 download)

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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.

Econometric Analysis of Panel Data

Author : Badi H. Baltagi
Publisher : Springer Nature
ISBN 13 : 3030539539
Total Pages : 436 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Econometric Analysis of Panel Data by : Badi H. Baltagi

Download or read book Econometric Analysis of Panel Data written by Badi H. Baltagi and published by Springer Nature. This book was released on 2021-03-16 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and Macro panels are becoming increasingly available, and methods for dealing with these types of data are in high demand among practitioners. Software programs have fostered this growth, including freely available programs in R and numerous user-written programs in both Stata and EViews. Written by one of the world’s leading researchers and authors in the field, Econometric Analysis of Panel Data has established itself as the leading textbook for graduate and postgraduate courses on panel data. It provides up-to-date coverage of basic panel data techniques, illustrated with real economic applications and datasets, which are available at the book’s website on springer.com. This new sixth edition has been fully revised and updated, and includes new material on dynamic panels, limited dependent variables and nonstationary panels, as well as spatial panel data. The author also provides empirical illustrations and examples using Stata and EViews. “This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly." Professor Kajal Lahiri, State University of New York, Albany, USA. "This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopaedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference." Professor Peter Schmidt, Michigan State University, USA. “Panel data econometrics is in its ascendancy, combining the power of cross section averaging with all the subtleties of temporal and spatial dependence. Badi Baltagi provides a remarkable roadmap of this fascinating interface of econometric method, enticing the novitiate with technical gentleness, the expert with comprehensive coverage and the practitioner with many empirical applications.” Professor Peter C. B. Phillips, Cowles Foundation, Yale University, USA.

Longitudinal and Panel Data

Author : Edward W. Frees
Publisher : Cambridge University Press
ISBN 13 : 9780521535380
Total Pages : 492 pages
Book Rating : 4.5/5 (353 download)

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Book Synopsis Longitudinal and Panel Data by : Edward W. Frees

Download or read book Longitudinal and Panel Data written by Edward W. Frees and published by Cambridge University Press. This book was released on 2004-08-16 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.

Encyclopedia of GIS

Author : Shashi Shekhar
Publisher : Springer Science & Business Media
ISBN 13 : 038730858X
Total Pages : 1392 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Encyclopedia of GIS by : Shashi Shekhar

Download or read book Encyclopedia of GIS written by Shashi Shekhar and published by Springer Science & Business Media. This book was released on 2007-12-12 with total page 1392 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Encyclopedia of GIS provides a comprehensive and authoritative guide, contributed by experts and peer-reviewed for accuracy, and alphabetically arranged for convenient access. The entries explain key software and processes used by geographers and computational scientists. Major overviews are provided for nearly 200 topics: Geoinformatics, Spatial Cognition, and Location-Based Services and more. Shorter entries define specific terms and concepts. The reference will be published as a print volume with abundant black and white art, and simultaneously as an XML online reference with hyperlinked citations, cross-references, four-color art, links to web-based maps, and other interactive features.

Spatial Econometrics: Methods and Models

Author : L. Anselin
Publisher : Springer Science & Business Media
ISBN 13 : 9401577994
Total Pages : 295 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis Spatial Econometrics: Methods and Models by : L. Anselin

Download or read book Spatial Econometrics: Methods and Models written by L. Anselin and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.