Pitfalls in higher order model extensions of basic spatial regression methodology

Review of Regional Studies

Volumn 41, Issue 1, 2011, Pages 13-26

  LeSage, James P ^a   Pace, Robert Kelley ^b  

^a TEXAS STATE UNIVERSITY   (United States)

^b LOUISIANA STATE UNIVERSITY   (United States)

Author keywords

Higher order spatial regression models

Indexed keywords

EMPIRICAL ANALYSIS; NUMERICAL MODEL; REGRESSION ANALYSIS; SPATIAL ANALYSIS;

EID: 84869862844     PISSN: 0048749X     EISSN: 15530892     Source Type: Journal    
DOI: None     Document Type: Article

References (24)

1. Anselin, Luc. (1988) Spatial Econometrics: Methods and Models. Dordrecht: Kluwer Academic Publishers.
2. Anselin, Luc. (2003) "Spatial Externalities, Spatial Multipliers and Spatial Econometrics," International Regional Science Review, 26, 153-166.
3. Badinger, Harald and Peter Egger. (2010) "Horizontal versus Vertical Interdependence in Multinational Activity," Oxford Bulletin of Economics and Statistics, 72, 744-768.
4. Badinger, Harald. (2011) "Estimation of Higher-order Spatial Autoregressive Cross-section Models with Heteroscedastic Disturbances," Papers in Regional Science, 90, 213-235.
5. Blankmeyer, Eric, James P. LeSage, J.R. Stutzman, K. Joseph Knox, and R. Kelley Pace. (2011) "Peer Group Dependence in Salary Benchmarking: A Statistical Model," Managerial and Decision Economics, 32, 91-104.
6. Case Anne, James R. Hines, and Harvey Rosen. (1993) "Budget Spillovers and Fiscal Policy Independence: Evidence from the States," Journal of Public Economics, 52, 285-307
7. Cliff, Andrew D. and J. Keith Ord (1969) "The Problem of Spatial Autocorrelation," in Alan Scott, ed., London Papers in Regional Science. London: Pion, pp. 25-55.
8. Cliff, Andrew D. (1973) Spatial Autocorrelation. London: Pion.
9. Cliff, Andrew D. (1981) Spatial Processes: Models and Applications. London: Pion. Cliff,
10. Lacombe, Donald J. (2004) "Does Econometric Methodology Matter? An Analysis of Public Policy Using Spatial Econometric Techniques," Geographical Analysis, 36, 105-118.
11. Elhorst, James P., Donald J. Lacombe, and Gianfranco Piras. (2012) "On Model Specification and Parameter Space Definitions in Higher Order Spatial Econometric Models," Regional Science and Urban Economics, 42, 211-220.
12. Kelejian, Harry H. and Purba Mukerji. (2011) "Important Dynamic Indices in Spatial Models," Papers in Regional Science, 90, 693-702.
13. Lee, Lung-Fei and Xiaodong Liu. (2010) "Efficient GMM Estimation of High Order Spatial Autoregressive Models with Autoregressive Disturbances," Econometric Theory, 26, 187-230.
14. LeSage, James P. and Manfried M. Fischer. (2012) "Estimates of the Impact of Static and Dynamic Knowledge Spillovers on Regional Factor Productivity," International Regional Science Review, 35, 103-127.
15. LeSage, James P. and Christina L. Ha. (2012) "The Impact of Migration on Social Capital--Do Migrants Take Their Bowling Balls with Them?," Growth and Change, 43, 1-26.
16. Le Sage, James P. and R. Kelley Pace. (2009) Introduction to Spatial Econometrics, (Boca Raton: Taylor Francis/CRC Press).
17. th Southern Regional Science Association Annual Meeting, New Orleans, LA, March 26.
18. Ord, J. Keith. (1975) "Estimation Methods for Models of Spatial Interaction," Journal of the American Statistical Association, 70, 120-126.
19. Pace, R. Kelley and Shuang Zhu. (2012) "Separable Spatial Modeling of Spillovers and Disturbances," Journal of Geographical Systems, 14, 75-90.
20. Pace, R. Kelley and James P. LeSage. (2002) "Semiparametric Maximum Likelihood Estimates of Spatial Dependence," Geographical Analysis, 34, 76-90.
21. Pace, R.(2008) "A Spatial Hausman Test," Economics Letters, 101, 282-284.
22. Pace, R. Kelley, James P. LeSage, and Shuang Zhu. (2011) "Spatial Dependence in Regressors and its Effect on Estimator Performance," Available at SSRN: http://ssrn.com/abstract=1801241 or doi:10.2139/ssrn.1801241
23. Pace, R. Kelley, C.F. Sirmans, and V. Carlos Slawson. (2002) "Are Appraisers Statisticians," Valuation Theory, Research in Real Estate Monograph Series, Volume 8, American Real Estate Society, Kluwer Academic Press, pp. 31-43.
24. Wooldridge, Jeffrey M. (2005) "Unobserved Heterogeneity and Estimation of Average Partial Effects,'" in Donald W. K. Andrews and James H. Stock, eds., Identification and Inference for Econometric Models. Cambridge: Cambridge University Press, pp. 27-55.