Arbeitspapier
Estimation of multiequation cross-section models in the presence of spatial autocorrelation
We describe econometric techniques to treat spatial autocorrelation in multiequation cross-section models. The cross-section approaches discussed here are heavily based on the spatial GMM procedure, proposed by Conley (1999). An extension for fullinformation instrumental variable models is presented. Monte Carlo simulations are employed in order to verify some asymptotic properties of the Spatial GMM approach. The simulations suggest that, even in the presence of spatial nonstationarity, the spatial GMM still delivers valid standard errors. Besides, usual t-statistics appear to have a standard normal distribution. An application for estimating labor and wage equations to study regional growth and development of the Brazilian municipalities, between 1991 and 2000, is presented.
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion Paper ; No. 154
- Klassifikation
-
Wirtschaft
Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
Economic Development: Urban, Rural, Regional, and Transportation Analysis; Housing; Infrastructure
Regional Economic Activity: Growth, Development, Environmental Issues, and Changes
Size and Spatial Distributions of Regional Economic Activity
Regional Development Planning and Policy
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Ywata de Carvalho, Alexandre
da Mata, Daniel
Chomitz, Kenneth M.
- Ereignis
-
Veröffentlichung
- (wer)
-
Institute for Applied Economic Research (ipea)
- (wo)
-
Brasília
- (wann)
-
2015
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Ywata de Carvalho, Alexandre
- da Mata, Daniel
- Chomitz, Kenneth M.
- Institute for Applied Economic Research (ipea)
Entstanden
- 2015
Ähnliche Objekte (12)
OLS-based estimation of the disturbance variance under spatial autocorrelation
OLS-based estimation of the disturbance variance under spatial autocorrelation
Robust estimation of (partial) autocorrelation
Spatial autocorrelation in employment-output relation
Scale Elements In Spatial Autocorrelation Tests
Spatial autocorrelation of ovine protein polymorphisms in Europe
Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation
Maximum autocorrelation factors for function-valued spatial/temporal data
Autocorrelation analysis reveals widespread spatial biases in microarray experiments
Spatial autocorrelation equation based on Moran’s index
Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction
Spatial autocorrelation and spatial filtering : gaining understanding through theory and scientific visualization
OLS-based estimation of the disturbance variance under spatial autocorrelation
OLS-based estimation of the disturbance variance under spatial autocorrelation
Robust estimation of (partial) autocorrelation
Spatial autocorrelation in employment-output relation
Scale Elements In Spatial Autocorrelation Tests
Spatial autocorrelation of ovine protein polymorphisms in Europe
Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation
Maximum autocorrelation factors for function-valued spatial/temporal data
Autocorrelation analysis reveals widespread spatial biases in microarray experiments
Spatial autocorrelation equation based on Moran’s index
Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction
Spatial autocorrelation and spatial filtering : gaining understanding through theory and scientific visualization
OLS-based estimation of the disturbance variance under spatial autocorrelation
OLS-based estimation of the disturbance variance under spatial autocorrelation
Robust estimation of (partial) autocorrelation
Spatial autocorrelation in employment-output relation
Scale Elements In Spatial Autocorrelation Tests
Spatial autocorrelation of ovine protein polymorphisms in Europe
Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation
Maximum autocorrelation factors for function-valued spatial/temporal data
Autocorrelation analysis reveals widespread spatial biases in microarray experiments
Spatial autocorrelation equation based on Moran’s index
Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction