Comparing estimation methods for spatial econometrics techniques using R
AbstractRecent advances in spatial econometrics model fitting techniques have made it more desirable to be able to compare results and timings. Results should correspond between implementations using different applications, while timings are more readily compared within a single application. A broad range of model fitting techniques are provided by the contributed R packages for spatial econometrics. These model fitting techniques are associated with methods for estimating impacts and some tests, which will also be presented and compared. This review constitutes an up-to-date demonstration of techniques now available in R, and mentions some that will shortly become more generally available.
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Bibliographic InfoPaper provided by Department of Economics, Norwegian School of Economics in its series Discussion Paper Series in Economics with number 26/2010.
Length: 30 pages
Date of creation: 06 Oct 2010
Date of revision:
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Postal: NHH, Department of Economics, Helleveien 30, N-5045 Bergen, Norway
Phone: +47 55 959 277
Fax: 5595 9100
Web page: http://www.nhh.no/sam/
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Spatial autoregression; Econometric software.;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-05-30 (All new papers)
- NEP-GEO-2011-05-30 (Economic Geography)
- NEP-MIC-2011-05-30 (Microeconomics)
- NEP-URE-2011-05-30 (Urban & Real Estate Economics)
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