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.

Object Details

• Language: Portugiesisch

References and Relationships

• Bibliographic citation: Series: Texto para Discussão ; No. 1508

Classification and Topics

• Classification: 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

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Carvalho, Alexandre Xavier Ywata ; Albuquerque, Pedro Henrique Melo
• Event: Veröffentlichung
• (who): Instituto de Pesquisa Econômica Aplicada (IPEA)
• (where): Brasília
• (when): 2010

Further information

• Handle: http://hdl.handle.net/10419/91002
• Last update: 10.03.2025, 11:42 AM CET