Nonparametric regression with spatially dependent data
AbstractIn this paper we present a new procedure for nonparametric regression in case of spatially dependent data. In particular, we extend usual local linear regression (along the lines of Martins-Filho and Yao, 2009) and propose a two-step method where information on spatial dependence is incorporated in the error covariance matrix, estimated nonparametrically. The finite sample performance of our proposed procedure is then shown via Monte Carlo simulations for various data generating processes.
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Bibliographic InfoPaper provided by Department of Economics, University of Venice "Ca' Foscari" in its series Working Papers with number 2009_20.
Date of creation: 2009
Date of revision:
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Postal: Cannaregio, S. Giobbe no 873 , 30121 Venezia
Web page: http://www.unive.it/dip.economia
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nonparametric smoothing; spatial dependence;
Find related papers by JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-10 (All new papers)
- NEP-ECM-2009-10-10 (Econometrics)
- NEP-GEO-2009-10-10 (Economic Geography)
- NEP-URE-2009-10-10 (Urban & Real Estate Economics)
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- Hasan Engin Duran, 2011.
"Short-run dynamics of income disparities and regional cycle synchronization,"
Working Papers, Department of Economics, University of Venice "Ca' Foscari"
2011_09, Department of Economics, University of Venice "Ca' Foscari".
- Hasan Engin Duran, 2011. "Short run dynamics of income disparities and regional cycle synchronization," ERSA conference papers ersa11p937, European Regional Science Association.
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