Advanced Search
MyIDEAS: Login

A research agenda on general-to-specific spatial model search

Contents:

Author Info

  • Burridge, Peter

    (Department of Economics and Related Studies, University of York.)

Abstract

The paper sets up a nesting spatial regression model incorporating heteroskedastic shocks, and discusses hypothesis testing in both nested and nonnested cases in a quasi-likelihood framework, suggesting directions for future research effort.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.aecr.org/images/ImatgesArticles/2012/3/06_PETER.pdf
File Function: Full text
Download Restriction: no

Bibliographic Info

Article provided by Asociación Española de Ciencia Regional in its journal Investigaciones Regionales.

Volume (Year): (2011)
Issue (Month): 21 ()
Pages: 71-90

as in new window
Handle: RePEc:ris:invreg:0032

Contact details of provider:
Postal: C/ Viladomat, 321 entresuelo - 08029 Barcelona, Teléfono y Fax: + 34 933101112, E-mail: info@aecr.org, Web: www.aecr.org, Web Investigaciones Regionales: www.investigacionesregionales.org
Phone: +34 93 310 11 12
Fax: +34 93 310 11 12
Email:
Web page: http://www.aecr.org/
More information through EDIRC

Related research

Keywords: General-to-Specific; Research Agenda; Nesting Spatial Regression Models; Heteroskedasticity;

Find related papers by JEL classification:

References

References listed on IDEAS
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.:
as in new window
  1. Peter Burridge & Daniela Hristova, 2008. "Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(4), pages 695-718, 07.
  2. P Bodson & D Peeters, 1975. "Estimation of the coefficients of a linear regression in the presence of spatial autocorrelation. An application to a Belgian labour-demand function," Environment and Planning A, Pion Ltd, London, vol. 7(4), pages 455-472, April.
  3. Breusch, T S, 1978. "Testing for Autocorrelation in Dynamic Linear Models," Australian Economic Papers, Wiley Blackwell, vol. 17(31), pages 334-55, December.
  4. A S Brandsma & R H Ketellapper, 1979. "A biparametric approach to spatial autocorrelation," Environment and Planning A, Pion Ltd, London, vol. 11(1), pages 51-58, January.
  5. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-94, September.
  6. Lung-Fei Lee, 2004. "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models," Econometrica, Econometric Society, vol. 72(6), pages 1899-1925, November.
  7. Jes�s Mur & Ana Angulo, 2006. "The Spatial Durbin Model and the Common Factor Tests," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(2), pages 207-226.
  8. Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November.
  9. KOCH, Wilfried & ERTUR, Cem & BEHRENS, Kristian, 2007. "Dual gravity : Using spatial econometrics to control for multilateral resistance," LEG - Document de travail - Economie 2007-03, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
  10. Lung-fei Lee & Xiaodong Liu & Xu Lin, 2010. "Specification and estimation of social interaction models with network structures," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 145-176, 07.
  11. Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002. "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional 0202001, EconWPA.
  12. Cem Ertur & Wilfried Koch, 2005. "Growth, Technological Interdependence and Spatial Externalities - Theory and Evidence," ERSA conference papers ersa05p651, European Regional Science Association.
  13. P Burridge, 1981. "Testing for a common factor in a spatial autoregression model," Environment and Planning A, Pion Ltd, London, vol. 13(7), pages 795-800, July.
  14. Kelejian, Harry H. & Piras, Gianfranco, 2011. "An extension of Kelejian's J-test for non-nested spatial models," Regional Science and Urban Economics, Elsevier, vol. 41(3), pages 281-292, May.
  15. Katharina Pijnenburg & Konstantin A. Kholodilin, 2011. "Do Regions with Entrepreneurial Neighbors Perform Better? A Spatial Econometric Approach for German Regions," ERSA conference papers ersa11p58, European Regional Science Association.
  16. Manski, Charles F, 1993. "Identification of Endogenous Social Effects: The Reflection Problem," Review of Economic Studies, Wiley Blackwell, vol. 60(3), pages 531-42, July.
  17. Kelejian, Harry H. & Prucha, Ingmar R., 2010. "Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances," Journal of Econometrics, Elsevier, vol. 157(1), pages 53-67, July.
  18. Hendry, David F & Mizon, Grayham E, 1978. "Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England," Economic Journal, Royal Economic Society, vol. 88(351), pages 549-63, September.
  19. Blommestein, Hans J., 1983. "Specification and estimation of spatial econometric models : A discussion of alternative strategies for spatial economic modelling," Regional Science and Urban Economics, Elsevier, vol. 13(2), pages 251-270, May.
Full references (including those not matched with items on IDEAS)

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:ris:invreg:0032. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Julieta Llungo Ortíz).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.