A sampling approach to estimate the log determinant used in spatial likelihood problems
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Bibliographic InfoArticle provided by Springer in its journal Journal of Geographical Systems.
Volume (Year): 11 (2009)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/link.asp?id=103079
Spatial statistics; Spatial autoregression; Maximum likelihood; Sparse matrices; Log-determinants; Spatial econometrics; Parallel processing; C11; C21; C23; R11;
Find related papers by JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- R11 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Regional Economic Activity: Growth, Development, Environmental Issues, and Changes
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Pace, R. Kelley & LeSage, James P., 2004. "Chebyshev approximation of log-determinants of spatial weight matrices," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 179-196, March.
- Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
- Jin, Fei & Lee, Lung-fei, 2012. "Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 446-458.
- repec:asg:wpaper:1047 is not listed on IDEAS
- Luc Anselin, 2012. "From SpaceStat to CyberGIS," International Regional Science Review, , vol. 35(2), pages 131-157, April.
- Olivier Parent, 2012. "A space-time analysis of knowledge production," Journal of Geographical Systems, Springer, vol. 14(1), pages 49-73, January.
- repec:asg:wpaper:1013 is not listed on IDEAS
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