Quick computation of spatial autoregressive estimators

Geographical Analysis

Volumn 29, Issue 3, 1997, Pages 232-247

  Pace, R Kelley ^a   Barry, Ronald ^b  

^a LOUISIANA STATE UNIVERSITY   (United States)

^b University of Alaska   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

AUTOREGRESSION ANALYSIS; METHODOLOGY; MONTE CARLO SIMULATION; SPATIAL ANALYSIS;

EID: 0031410367     PISSN: 00167363     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1538-4632.1997.tb00959.x     Document Type: Article

References (25)

1. Anselin, L. (1988). Spatial Econometrics: Methods and Models. Dordrecht: Kluwer.
2. Anselin, L., and S. Hudak (1992). "Spatial Econometrics in Practice: A Review of Software Options." Journal of Regional Science and Urban Economics 22, 509-36.
3. Bureau of the Census, USA Counties on CD-Rom, 1994.
4. Can, A. (1992). "Specification and Estimation of Hedonic Housing Price Models." Regional Science and Urban Economics 22, 453-74.
5. Can, A., and I. Megbolugbe (forthcoming). "Spatial Dependence and House Price Index Construction." Journal of the Real Estate Finance and Economics.
6. Cressie, N. (1993). Statistics for Spatial Data. Revised ed. New York: John Wiley.
7. Dubin, R. (1988). "Spatial Autocorrelation." Review of Economics and Statistics 70, 466-74.
8. George, A., and J. Liu (1981). Computer Solution of Large Sparse Positive Definite Systems. Englewood Cliffs, N.J.: Prentice-Hall.
9. Gilley, O., and K. Pace (1995). "Using Inequality Restrictions to Tame Multicollinearity in Hedonic Pricing Models." Review of Economics and Statistics 77, 609-21.
10. Golub, G., and C. Van Loan (1989). Matrix Computations. 2d ed. Baltimore, Md.: John Hopkins.
11. Griffith, D. (1988). "Estimating Spatial Autoregressive Model Parameters with Commercial Statistical Software." Geographical Analysis 20, 176-86.
12. _ 1995. "Some Guidelines for Specifying the Geographic Weights Matrix Contained in Spatial Statistical Models." In Practical Handbook of Spatial Statistics, edited by S. Arlinghaus, pp. 65-82. Boca Raton, Fl.: CRC Press.
13. Haining, R. (1990). Spatial Data Analysis in the Social and Environmental Sciences. Cambridge: Cambridge University Press.
14. Judge, et al. (1988). Introduction to the Theory and Practice of Econometrics. New York: John Wiley.
15. Li, B. (1995). "Implementing Spatial Statistics on Parallel Computers." in Practical Handbook of Spatial Statistics, edited by S. Arlingnaus, pp. 107-48. Boca Raton, Fl.: CRC Press.
16. Meeker, W., and L. Escobar (1995). "Teaching about Approximate Confidence Regions Based on Maximum Likelihood Estimates." The American Statistician 49, 48-53.
17. Ord, K. (1975). "Estimation Methods for Models of Spatial Interaction." Journal of the American Statistical Association 70, 120-26.
18. Pace, K., and R. Barry (forthcoming). "Sparse Spatial Autoregressions." Statistics and Probability Letters.
19. Pace, K., and O. Gilley (1993). "Improving Prediction and Assessing Specification Quality in Non-Linear Statistical Valuation Models." Journal of Business and Economics Statistics 11, 301-10.
20. _ (forthcoming). "Using the Spatial Configuration of the Data to Improve Estimation." Journal of the Real Estate Finance and Economics.
21. Ripley, B. (1981). Spatial Statistics. New York: John Wiley.
22. _ (1988). Statistical Inference for Spatial Processes. Cambridge: Cambridge University Press.
23. Rubinstein, R. (1981). Simulation and the Monte Carlo Method. New York: John Wiley.
24. Saad, Y. (1996). Iterative Methods for Sparse Linear Systems. Boston, Mass.: PWS Publishing.
25. Whittle, P. (1954). "On Stationery Processes on the Plane." Biometrika 41, 434-49.