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1

Spatial Econometrics || Spatial Models: Basic Issues * *Basic texts in spatial analysis and econometrics are Cliff and Ord (1973, 1981), Anselin (1988), and Cressie (1993). More recent texts and compilations are Anselin and Florax (1995b), Anselin et al. (2004), Anselin and Rey (2014), LeSage and Pace (2004, 2009), Elhorst (2014), and Arbia (2006, 2014). See also a nice overview of spatial models, and the development of spatial econometrics by Anselin (2002, 2009) and Anselin and Bera (1998).

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 81 KB

english, 2017

2

Spatial Econometrics || Missing Data and Edge Issues * *There is a large literature dealing with the issues discussed in this chapter; see, e.g., Afifi and Elashoff (1966, 1967), Kelejian (1969), Griffith and Amrhein (1983), Griffith (1983, 1985), Anselin (1988, 2002), Besag et al. (1991), Little (1992), Borcard and Legendre (2002), LeSage and Pace (2004), Kelejian and Prucha (2010b), Kelejian et al. (2013), Wang and Lee (2013), and the references cited therein.

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 216 KB

english, 2017

3

Spatial Econometrics || Additional Endogenous Variables: Possible Nonlinearities * *Spatial models involving additional endogenous variables were considered, among others, by Anselin (2011), Drukker et al. (2013c,d), Fingleton and Le Gallo (2008), Kelejian and Piras (2014), and Kelejian and Prucha (2007a). Useful references relating to issues involving nonlinearities which are discussed in this chapter are Amemiya (1985), Cameron and Trivedi (2005), Greene (2003), Kelejian (1971), and Pötscher and Prucha (1997, 2000).

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 207 KB

english, 2017

4

Spatial Econometrics || Panel Data Models

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 242 KB

english, 2017

5

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Harry H. Kelejian, Ingmar R. Prucha

Journal:

Journal of Econometrics

Year:

2010

Language:

english

File:

PDF, 726 KB

english, 2010

6

Estimation of simultaneous systems of spatially interrelated cross sectional equations

Harry H. Kelejian, Ingmar R. Prucha

Journal:

Journal of Econometrics

Year:

2004

Language:

english

File:

PDF, 306 KB

english, 2004

7

Spatial Econometrics || Bayesian Analysis * *Three fundamental studies in Bayesian analysis are Zellner (1971), Jeffreys (1961), and Lindley (1965). There are a series of more recent books such as Lancaster (2004), Geweke (2005), and Koop (2003). See also LeSage (1999) for MATLAB programs relating to certain Bayesian models.

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 276 KB

english, 2017

8

Spatial Econometrics || Systems of Spatial Equations

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 130 KB

english, 2017

9

Spatial Econometrics || Problems in Estimating Weighting Matrices

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 88 KB

english, 2017

10

Spatial Econometrics || Spillover Effects in Spatial Models * *As one might expect, the specification, estimation, and indexing of spatial spillovers are of prime importance in spatial modeling. Some references which relate to the material in this chapter are Easterly and Levine (1998), Fujita et al. (1999), Persson and Tabellini (2009), LeSage and Fischer (2008), LeSage and Pace (2009), Autant-Bernard and LeSage (2011), Kim et al. (2003), Abreu et al. (2005), and Halleck Vega and Elhorst (2015).

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 73 KB

english, 2017

11

Spatial Econometrics || Endogenous Weighting Matrices: Specifications and Estimation

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 99 KB

english, 2017

12

Spatial Econometrics || HAC Estimation of VC Matrices * *Some important studies relating to the nonparametric estimation of VC matrices are White (1980), Newey and West (1987), Gallant and White (1988), Andrews (1991), Pötscher and Prucha (1997, Chapter 12), and de Jong and Davidson (2000). Contributions directly dealing with spatial issues are Driscoll and Kraay (1998), Pinkse et al. (2002), Conley and Dupor (2003), Kelejian and Prucha (2007a), and Kim and Sun (2011). Applications can be found in Anselin and Lozano-Gracia (2008), Fingleton and Le Gallo (2008), Piras et al. (2012), and Kelejian and Piras (2014), among many others.

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 213 KB

english, 2017

13

Spatial Econometrics || Specification and Estimation

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 343 KB

english, 2017

14

Spatial Econometrics || Predictors in Spatial Models

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 147 KB

english, 2017

15

Spatial Econometrics || Tests for Spatial Correlation

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 238 KB

english, 2017

16

Spatial Econometrics || Introduction to Large Sample Theory * *Large sample theory is well documented in the literature. A number of the basic concepts presented in this appendix are also covered in Judge et al. (1985, Chapter 5). Other useful discussion are given in Dhrymes (1970), Greene (2003, Chapter 5), and Hogg and Craig (1995, Chapter 5). More advanced presentations are given in Pötscher and Prucha (1997), White (1984), and Bierens (1994).

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 123 KB

english, 2017

17

Spatial Econometrics || Nonnested Models and the J -Test

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 107 KB

english, 2017

18

Spatial Econometrics || Pretest and Sample Selection Issues in Spatial Analysis

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 157 KB

english, 2017

19

Spatial Econometrics || Spatial Models in R

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 118 KB

english, 2017

20

On the asymptotic distribution of the Moran I test statistic with applications

Harry H. Kelejian, Ingmar R. Prucha

Journal:

Journal of Econometrics

Year:

2001

Language:

english

File:

PDF, 296 KB

english, 2001

21

A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances

Harry H. Kelejian, Ingmar R. Prucha

Journal:

The Journal of Real Estate Finance and Economics

Year:

1998

Language:

english

File:

PDF, 169 KB

english, 1998

22

Methods of Estimation for Markets in Disequilibrium: A Further Study

Ray C. Fair and Harry H. Kelejian

Journal:

Year:

1974

Language:

english

File:

PDF, 404 KB

english, 1974

23

Panel data models with spatially correlated error components

Mudit Kapoor, Harry H. Kelejian, Ingmar R. Prucha

Journal:

Journal of Econometrics

Year:

2007

Language:

english

File:

PDF, 362 KB

english, 2007

24

HAC estimation in a spatial framework

Harry H. Kelejian, Ingmar R. Prucha

Journal:

Journal of Econometrics

Year:

2007

Language:

english

File:

PDF, 304 KB

english, 2007

25

Analysis of spatially dependent data

Badi H. Baltagi, Harry H. Kelejian, Ingmar R. Prucha

Journal:

Journal of Econometrics

Year:

2007

Language:

english

File:

PDF, 103 KB

english, 2007

26

Advances in spatial econometrics

Giuseppe Arbia, Harry Kelejian

Journal:

Regional Science and Urban Economics

Year:

2010

Language:

english

File:

PDF, 117 KB

english, 2010

27

Does high frequency algorithmic trading matter for non-AT investors?

Kelejian, Harry H., Mukerji, Purba

Journal:

Research in International Business and Finance

Year:

2016

Language:

english

File:

PDF, 424 KB

english, 2016

28

Spatial Econometrics || Acknowledgements

Kelejian, Harry

Year:

2017

Language:

english

File:

PDF, 26 KB

english, 2017

29

A Spatial Modelling Approach to Contagion Among Emerging Economies

Harry H. Kelejian, George S. Tavlas, George Hondroyiannis

Journal:

Open Economies Review

Year:

2006

Language:

english

File:

PDF, 234 KB

english, 2006

30

A spatial J-test for model specification against a single or a set of non-nested alternatives

Harry H. Kelejian

Journal:

Letters in Spatial and Resource Sciences

Year:

2008

Language:

english

File:

PDF, 248 KB

english, 2008

31

Spatial autocorrelation: A new computationally simple test with an application to per capita county police expenditures

Harry H. Kelejian, Dennis P. Robinson

Journal:

Regional Science and Urban Economics

Year:

1992

Language:

english

File:

PDF, 803 KB

english, 1992

32

Spatial Aspects of Contagion among Emerging Economies

Hondroyiannis, George, Kelejian, Harry H., Tavlas, George S.

Journal:

Spatial Economic Analysis

Year:

2009

Language:

english

File:

PDF, 199 KB

english, 2009

33

Critical issues in spatial models: error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis

Kelejian, Harry H.

Journal:

Letters in Spatial and Resource Sciences

Year:

2016

Language:

english

File:

PDF, 384 KB

english, 2016

34

Lagged Endogenous Variables and the Cochrane-Orcutt Procedure

Roger Betancourt and Harry Kelejian

Journal:

Year:

1981

Language:

english

File:

PDF, 247 KB

english, 1981

35

A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model

Harry H. Kelejian and Ingmar R. Prucha

Journal:

International Economic Review

Year:

1999

Language:

english

File:

PDF, 655 KB

english, 1999

36

Special issue on spatial econometrics in honor of Ingmar Prucha: editors’ introduction

Baltagi, Badi H., Arbia, Giussepe, Kelejian, Harry

Journal:

Empirical Economics

Year:

2018

Language:

english

File:

PDF, 301 KB

english, 2018

37

A note concerning specifications of interactive random-coefficient regression models

Joseph P. Gatto, Harry H. Kelejian, Scott W. Stephan

Journal:

Journal of Econometrics

Year:

1991

Language:

english

File:

PDF, 708 KB

english, 1991

38

Returns to investment in navigation infrastructure: An equilibrium approach

Harry H. Kelejian, Dennis P. Robinson

Journal:

The Annals of Regional Science

Year:

2000

Language:

english

File:

PDF, 189 KB

english, 2000

39

Spatial models with spatially lagged dependent variables and incomplete data

Harry H. Kelejian, Ingmar R. Prucha

Journal:

Journal of Geographical Systems

Year:

2010

Language:

english

File:

PDF, 437 KB

english, 2010

40

Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances

Debabrata Das, Harry H. Kelejian, Ingmar R. Prucha

Journal:

Papers in Regional Science

Year:

2003

Language:

english

File:

PDF, 957 KB

english, 2003

41

An extension of a standard test for heteroskedasticity to a systems framework

Harry H. Kelejian

Journal:

Journal of Econometrics

Year:

1982

Language:

english

File:

PDF, 507 KB

english, 1982

42

A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model

Harry H. Kelejian, Ingmar R. Prucha

Journal:

International Economic Review

Year:

1999

Language:

english

File:

PDF, 209 KB

english, 1999

43

A SUGGESTED METHOD OF ESTIMATION FOR SPATIAL INTERDEPENDENT MODELS WITH AUTOCORRELATED ERRORS, AND AN APPLICATION TO A COUNTY EXPENDITURE MODEL

Harry H. Kelejian, Dennis P. Robinson

Journal:

Papers in Regional Science

Year:

1993

File:

PDF, 344 KB

1993

44

INFRASTRUCTURE PRODUCTIVITY ESTIMATION AND ITS UNDERLYING ECONOMETRIC SPECIFICATIONS: A SENSITIVITY ANALYSIS

Harry H. Kelejian, Dennis P. Robinson

Journal:

Papers in Regional Science

Year:

1997

File:

PDF, 472 KB

1997

45

Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances

Debabrata Das, Harry H. Kelejian, Ingmar R. Prucha

Journal:

Papers in Regional Science

Year:

2003

Language:

english

File:

PDF, 952 KB

english, 2003

46

Important dynamic indices in spatial models

Harry H. Kelejian, Purba Mukerji

Journal:

Papers in Regional Science

Year:

2011

Language:

english

File:

PDF, 398 KB

english, 2011

47

ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS

Harry H. Kelejian, Ingmar R. Prucha, Yevgeny Yuzefovich

Journal:

Journal of Regional Science

Year:

2006

Language:

english

File:

PDF, 167 KB

english, 2006

48

A SPATIAL CLIFF-ORD-TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS

Irani Arraiz, David M. Drukker, Harry H. Kelejian, Ingmar R. Prucha

Journal:

Journal of Regional Science

Year:

2010

Language:

english

File:

PDF, 226 KB

english, 2010

49

A suggested method of estimation for spatial interdependent models with autocorrelated errors, and an application to a county expenditure model

Harry H. Kelejian, Dennis P. Robinson

Journal:

Papers in Regional Science

Year:

1993

Language:

english

File:

PDF, 916 KB

english, 1993

50

The relative efficiencies of various predictors in spatial econometric models containing spatial lags

Harry H. Kelejian, Ingmar R. Prucha

Journal:

Regional Science and Urban Economics

Year:

2007

Language:

english

File:

PDF, 177 KB

english, 2007

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