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A sampling approach to estimate the log determinant used in spatial likelihood problems

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Author Info

  • R. Pace

    ()

  • James LeSage

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s10109-009-0087-7
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Bibliographic Info

Article provided by Springer in its journal Journal of Geographical Systems.

Volume (Year): 11 (2009)
Issue (Month): 3 (September)
Pages: 209-225

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Handle: RePEc:kap:jgeosy:v:11:y:2009:i:3:p:209-225

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Web page: http://www.springerlink.com/link.asp?id=103079

Related research

Keywords: Spatial statistics; Spatial autoregression; Maximum likelihood; Sparse matrices; Log-determinants; Spatial econometrics; Parallel processing; C11; C21; C23; R11;

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References

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  1. 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.
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Cited by:
  1. 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.
  2. 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.
  3. repec:asg:wpaper:1047 is not listed on IDEAS
  4. Luc Anselin, 2012. "From SpaceStat to CyberGIS," International Regional Science Review, , vol. 35(2), pages 131-157, April.
  5. Olivier Parent, 2012. "A space-time analysis of knowledge production," Journal of Geographical Systems, Springer, vol. 14(1), pages 49-73, January.
  6. repec:asg:wpaper:1013 is not listed on IDEAS

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