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A sampling approach to estimate the log determinant used in spatial likelihood problems

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  • R. Pace
  • James LeSage

Abstract

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Suggested Citation

  • R. Pace & James LeSage, 2009. "A sampling approach to estimate the log determinant used in spatial likelihood problems," Journal of Geographical Systems, Springer, vol. 11(3), pages 209-225, September.
    • Handle: RePEc:kap:jgeosy:v:11:y:2009:i:3:p:209-225
    DOI: 10.1007/s10109-009-0087-7
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    References listed on IDEAS

    as
    1. Pace, R. Kelley & LeSage, James P., 2004. "Chebyshev approximation of log-determinants of spatial weight matrices," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 179-196, March.
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    More about this item

    Keywords

    Spatial statistics; Spatial autoregression; Maximum likelihood; Sparse matrices; Log-determinants; Spatial econometrics; Parallel processing; C11; C21; C23; R11;
    All these keywords.

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • R11 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Regional Economic Activity: Growth, Development, Environmental Issues, and Changes

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