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Applying the Generalized-Moments Estimation Approach to Spatial Problems Involving Microlevel Data

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Author Info
Kathleen P. Bell
Nancy E. Bockstael
Abstract

The application of spatial econometrics techniques to microlevel data of firms or households is problematic because of potentially large sample sizes and more-complicated spatial weight matrices. This paper provides the first application to actual household-level data of a new generalized-moments (GM) estimation technique developed by Kelejian and Prucha. The results based on this method, which is computationally feasible for any size data set, track those generated from the more conventional maximum-likelihood approach. The GM approach is shown to have the added advantage of easily allowing estimation of a more flexible functional form for the spatial weight matrix. © 2000 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology

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Article provided by MIT Press in its journal The Review of Economics and Statistics.

Volume (Year): 82 (2000)
Issue (Month): 1 (February)
Pages: 72-82
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Handle: RePEc:tpr:restat:v:82:y:2000:i:1:p:72-82

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  2. Timothy Conley & Francesca Molinari, 2005. "Spatial correlation robust inference with Errors in Location or Distance," CeMMAP working papers CWP10/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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  3. Arnab Bhattacharjee & Chris Jensen-Butler, 2005. "Estimation of Spatial Weights Matrix in a Spatial Error Model, with an Application to Diffusion in Housing Demand," CRIEFF Discussion Papers 0519, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
  4. Guyslain K. Ngeleza & Raymond J.G.M. Florax & William A. Masters, 2006. "Geographic And Institutional Determinants Of Real Income:A Spatio-Temporal Simultaneous Equation Approach," Working Papers 06-15, Purdue University, College of Agriculture, Department of Agricultural Economics. [Downloadable!]
  5. Peter C. Boxall, Wing H. Chan, and Melville L. McMillan, 2005. "The Impact of Oil and Natural Gas Facilities on Rural Residential Property," Working Papers eg0039, Wilfrid Laurier University, Department of Economics, revised 2005. [Downloadable!]
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  7. Holmes, Thomas P. & Murphy, Elizabeth A. & Bell, Kathleen P., 2006. "Exotic Forest Insects and Residential Property Values," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 35(1), April. [Downloadable!]
  8. Elhorst, J. Paul & Blien, Uwe & Wolf, Katja, 2002. "A spatial panel approach to the east German wage curve," ERSA conference papers ersa02p444, European Regional Science Association. [Downloadable!]
  9. Badi H. Baltagi & Seuck Heun Song & Won Koh, 2002. "Testing Panel Data Regression Models with Spatial Error Correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-4, International Conferences on Panel Data. [Downloadable!]
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  10. Théophile AZOMAHOU, 1999. "Estimation of Spatial Panel Data Models Using a Minimum Distance Estimator: Application," Working Papers of BETA 9912, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
  11. Dagmar Haase, 2005. "Derivation of robust predictor variables for modelling urban shrinkage and its effects at different scales," ERSA conference papers ersa05p322, European Regional Science Association. [Downloadable!]
  12. Martellosio, Federico, 2006. "Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression," MPRA Paper 7255, University Library of Munich, Germany, revised Aug 2008. [Downloadable!]
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