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After “Raising the Bar”: applied maximum likelihood estimation of families of models in spatial econometrics

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  • Bivand, Roger

    ()
    (Dept. of Economics, Norwegian School of Economics and Business Administration)

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    Abstract

    Elhorst (2010) shows how the recent publication of LeSage and Pace (2009) in his expression “raises the bar” for our fitting of spatial econometrics models. By extending the family of models that deserve attention, Elhorst reveals the need to explore how they might be fitted, and discusses some alternatives. This paper attempts to take up this challenge with respect to implementation in the R spdep package for the maximum likelihood case, using a smaller data set to see whether earlier conclusions would be changed when newer techniques are used, and two larger data sets to examine model fitting issues.

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    Bibliographic Info

    Paper provided by Department of Economics, Norwegian School of Economics in its series Discussion Paper Series in Economics with number 22/2011.

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    Length: 19 pages
    Date of creation: 15 Oct 2011
    Date of revision:
    Handle: RePEc:hhs:nhheco:2011_022

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    Keywords: Models; Econometrics;

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