Spatial correlation robust inference with Errors in Location or Distance
This paper presents results from a Monte Carlo study concerning inference with spatially dependent data. It investigates the impact of location/distance measurement errors upon the accuracy of parametric and nonparametric estimators of asymptotic variances.
|Date of creation:||19 Aug 2005|
|Date of revision:|
|Contact details of provider:|| Postal: The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE|
Phone: (+44) 020 7291 4800
Fax: (+44) 020 7323 4780
Web page: http://cemmap.ifs.org.uk
More information through EDIRC
|Order Information:|| Postal: The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Conley, Timothy G. & Hansen, Lars Peter & Liu, Wen-Fang, 1997. "Bootstrapping The Long Run," Macroeconomic Dynamics, Cambridge University Press, vol. 1(02), pages 279-311, June.
- Moulton, Brent R, 1990. "An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Unit," The Review of Economics and Statistics, MIT Press, vol. 72(2), pages 334-38, May.
- Timothy G. Conley & Bill Dupor, 2003. "A Spatial Analysis of Sectoral Complementarity," Journal of Political Economy, University of Chicago Press, vol. 111(2), pages 311-352, April.
- Timothy Conley & Francesca Molinari, 2005.
"Spatial correlation robust inference with Errors in Location or Distance,"
CeMMAP working papers
CWP10/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Conley, Timothy G. & Molinari, Francesca, 2007. "Spatial correlation robust inference with errors in location or distance," Journal of Econometrics, Elsevier, vol. 140(1), pages 76-96, September.
- Conley, Timothy G. & Molinari, Francesca, 2005. "Spatial Correlation Robust Inference with Errors in Location or Distance," Working Papers 05-12, Cornell University, Center for Analytic Economics.
- Bollinger, Christopher R. & Ihlanfeldt, Keith R., 1997. "The Impact of Rapid Rail Transit on Economic Development: The Case of Atlanta's MARTA," Journal of Urban Economics, Elsevier, vol. 42(2), pages 179-204, September.
- Case, Anne C. & Rosen, Harvey S. & Hines, James Jr., 1993. "Budget spillovers and fiscal policy interdependence : Evidence from the states," Journal of Public Economics, Elsevier, vol. 52(3), pages 285-307, October.
- Robert J. Vigfusson, 2003.
"How does the border affect productivity? evidence from American and Canadian manufacturing industries,"
International Finance Discussion Papers
788, Board of Governors of the Federal Reserve System (U.S.).
- Robert Vigfusson, 2008. "How Does the Border Affect Productivity? Evidence from American and Canadian Manufacturing Industries," The Review of Economics and Statistics, MIT Press, vol. 90(1), pages 49-64, February.
- White, Halbert & Domowitz, Ian, 1984. "Nonlinear Regression with Dependent Observations," Econometrica, Econometric Society, vol. 52(1), pages 143-61, January.
- Kim, Chong Won & Phipps, Tim T. & Anselin, Luc, 1998.
"Measuring The Benefits Of Air Quality Improvement: A Spatial Hedonic Approach,"
1998 Annual meeting, August 2-5, Salt Lake City, UT
20959, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Won Kim, Chong & Phipps, Tim T. & Anselin, Luc, 2003. "Measuring the benefits of air quality improvement: a spatial hedonic approach," Journal of Environmental Economics and Management, Elsevier, vol. 45(1), pages 24-39, January.
- Giorgio Topa, 2001.
"Social Interactions, Local Spillovers and Unemployment,"
Review of Economic Studies,
Oxford University Press, vol. 68(2), pages 261-295.
- Topa, Giorgio, 1997. "Social Interactions, Local Spillovers and Unemployment," Working Papers 97-17, C.V. Starr Center for Applied Economics, New York University.
- Baltagi, Badi H. & Song, Seuck Heun & Koh, Won, 2003.
"Testing panel data regression models with spatial error correlation,"
Journal of Econometrics,
Elsevier, vol. 117(1), pages 123-150, November.
- Badi H. Baltagi & Seuck Heun Song & Won Koh, 2002. "Testing Panel Data Regression Models with Spatial Error Correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-4, International Conferences on Panel Data.
- Joris Pinkse & Margaret E. Slade & Craig Brett, 2002. "Spatial Price Competition: A Semiparametric Approach," Econometrica, Econometric Society, vol. 70(3), pages 1111-1153, May.
- Heijmans, Risto D. H. & Magnus, Jan R., 1986. "Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case," Journal of Econometrics, Elsevier, vol. 32(2), pages 253-285, July.
- Conley, T. G., 1999. "GMM estimation with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 92(1), pages 1-45, September.
- Kathleen P. Bell & Nancy E. Bockstael, 2000. "Applying the Generalized-Moments Estimation Approach to Spatial Problems Involving Microlevel Data," The Review of Economics and Statistics, MIT Press, vol. 82(1), pages 72-82, February.
- Case, Anne C, 1991. "Spatial Patterns in Household Demand," Econometrica, Econometric Society, vol. 59(4), pages 953-65, July.
- Lung-Fei Lee, 2004. "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models," Econometrica, Econometric Society, vol. 72(6), pages 1899-1925, November.
- Kelejian, Harry H & Prucha, Ingmar R, 1999.
"A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-33, May.
- Harry H. Kelejian & Ingmar R. Prucha, 1995. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," Electronic Working Papers 95-001, University of Maryland, Department of Economics, revised Mar 1997.
- repec:cup:macdyn:v:1:y:1997:i:2:p:279-311 is not listed on IDEAS
- Moreno, Ramon & Trehan, Bharat, 1997.
"Location and the Growth of Nations,"
Journal of Economic Growth,
Springer, vol. 2(4), pages 399-418, December.
- Rappaport, Jordan & Sachs, Jeffrey D, 2003. "The United States as a Coastal Nation," Journal of Economic Growth, Springer, vol. 8(1), pages 5-46, March.
- Conley Timothy G. & Flyer Fredrick & Tsiang Grace R, 2003. "Spillovers from Local Market Human Capital and the Spatial Distribution of Productivity in Malaysia," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 3(1), pages 1-47, December.
- H. Kelejian, Harry & Prucha, Ingmar R., 2001.
"On the asymptotic distribution of the Moran I test statistic with applications,"
Journal of Econometrics,
Elsevier, vol. 104(2), pages 219-257, September.
- Harry H. Kelejian & Ingmar R. Prucha, 1999. "On the Asymptotic Distribution of the Moran I Test Statistic with Applications," Electronic Working Papers 99-002, University of Maryland, Department of Economics.
- Peter Robinson & J. Vidal Sanz, 2003. "Modified whittle estimation of multilateral spatial models," CeMMAP working papers CWP18/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Conley, Timothy G & Ligon, Ethan, 2002. "Economic Distance and Cross-Country Spillovers," Journal of Economic Growth, Springer, vol. 7(2), pages 157-87, June.
- Todd C. Pulvino, 1998. "Do Asset Fire Sales Exist? An Empirical Investigation of Commercial Aircraft Transactions," Journal of Finance, American Finance Association, vol. 53(3), pages 939-978, 06.
- Kelejian, Harry H. & Robinson, Dennis P., 1992. "Spatial autocorrelation : A new computationally simple test with an application to per capita county police expenditures," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 317-331, September.
When requesting a correction, please mention this item's handle: RePEc:ifs:cemmap:10/05. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Emma Hyman)
If references are entirely missing, you can add them using this form.