Tópicos em econometria espacial para dados cross-section

Arbeitspapier

This paper presents a discussion on several econometric models for estimating parametric models in the presence of spatial dependence with cross-section data. Initially, we cover models for spatial dependence with spatial lags of the response variable and spatial lags of the residues, and estimation is accomplished by maximum likelihood. A critical analysis for these models is also presented, followed by a discussion on tests for spatial dependence. Finally, we present a discussion no more robust estimation methods, allowing for endogeneity in some of the explanatory variables.

Angaben zum Objekt

• Sprache: Portugiesisch

Verweise und Beziehungen

• Erschienen in: Series: Texto para Discussão ; No. 1508

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions ; General Regional Economics: Econometric and Input-Output Models; Other Models

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Carvalho, Alexandre Xavier Ywata ; Albuquerque, Pedro Henrique Melo
• Ereignis: Veröffentlichung
• (wer): Instituto de Pesquisa Econômica Aplicada (IPEA)
• (wo): Brasília
• (wann): 2010

Weitere Informationen

• Handle: http://hdl.handle.net/10419/91002
• Letzte Aktualisierung: 10.03.2025, 11:42 MEZ