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W-based versus latent variables spatial autoregressive models: evidence from Monte Carlo simulations

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  • An Liu
  • Henk Folmer
  • Johan Oud

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Suggested Citation

  • An Liu & Henk Folmer & Johan Oud, 2011. "W-based versus latent variables spatial autoregressive models: evidence from Monte Carlo simulations," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(3), pages 619-639, December.
    • Handle: RePEc:spr:anresc:v:47:y:2011:i:3:p:619-639
    DOI: 10.1007/s00168-010-0398-0
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    References listed on IDEAS

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    1. Florax, Raymond & Folmer, Henk, 1992. "Specification and estimation of spatial linear regression models : Monte Carlo evaluation of pre-test estimators," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 405-432, September.
    2. Florax, Raymond J. G. M. & Folmer, Hendrik & Rey, Sergio J., 2003. "Specification searches in spatial econometrics: the relevance of Hendry's methodology," Regional Science and Urban Economics, Elsevier, vol. 33(5), pages 557-579, September.
    3. L W Hepple, 1995. "Bayesian Techniques in Spatial and Network Econometrics: 1. Model Comparison and Posterior Odds," Environment and Planning A, , vol. 27(3), pages 447-469, March.
    4. Bernard Fingleton, 2003. "Externalities, Economic Geography, And Spatial Econometrics: Conceptual And Modeling Developments," International Regional Science Review, , vol. 26(2), pages 197-207, April.
    5. Case, Anne C. & Rosen, Harvey S. & Hines, James Jr., 1993. "Budget spillovers and fiscal policy interdependence : Evidence from the states," Journal of Public Economics, Elsevier, vol. 52(3), pages 285-307, October.
    6. Anselin, Luc, 2002. "Under the hood : Issues in the specification and interpretation of spatial regression models," Agricultural Economics, Blackwell, vol. 27(3), pages 247-267, November.
    7. Henk Folmer & Johan Oud, 2008. "How to Get Rid of W: A Latent Variables Approach to Modelling Spatially Lagged Variables," Environment and Planning A, , vol. 40(10), pages 2526-2538, October.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. An Liu & Henk Folmer & Johan H L Oud, 2014. "Estimation of Autoregressive Models with Two Types of Weak Spatial Dependence by Means of the W-Based and the Latent Variables Approach: Evidence from Monte Carlo Simulations," Environment and Planning A, , vol. 46(1), pages 186-202, January.

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    More about this item

    Keywords

    C13; C15; C52; R15;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • R15 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods

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