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Geographically weight seemingly unrelated regression (GWSUR): a method for exploring spatio-temporal heterogeneity

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  • Chuanhua Wei
  • Chao Liu
  • Fengyun Gui

Abstract

Geographically weight seemingly unrelated regression is a useful technique to explore the temporal and spatial heterogeneity simultaneously in space-time data analysis. In this article, a local linear-based estimating approach is developed to estimate the unknown coefficient functions. Some simulations are conducted to examine the performance of our proposed method and the results are satisfactory. Finally, a real data example is considered.

Suggested Citation

  • Chuanhua Wei & Chao Liu & Fengyun Gui, 2017. "Geographically weight seemingly unrelated regression (GWSUR): a method for exploring spatio-temporal heterogeneity," Applied Economics, Taylor & Francis Journals, vol. 49(42), pages 4189-4195, September.
    • Handle: RePEc:taf:applec:v:49:y:2017:i:42:p:4189-4195
    DOI: 10.1080/00036846.2017.1279266
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    References listed on IDEAS

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