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# Nonparametric regression with spatially dependent data

## Author

Listed:
• Stefano Magrini

() (Department of Economics, University Of Venice C� Foscari)

• Margherita Gerolimetto

() (University Of Venice C� Foscari)

## Abstract

In 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.

## Suggested Citation

• Stefano Magrini & Margherita Gerolimetto, 2009. "Nonparametric regression with spatially dependent data," Working Papers 2009_20, Department of Economics, University of Venice "Ca' Foscari".
• Handle: RePEc:ven:wpaper:2009_20
as

## References listed on IDEAS

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## Citations

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Cited by:

1. Hasan Engin Duran, 2011. "Short run dynamics of income disparities and regional cycle synchronization," ERSA conference papers ersa11p937, European Regional Science Association.
2. Paul Evans & Ji Uk Kim, 2016. "Convergence analysis as spatial dynamic panel regression and distribution dynamics of $$\hbox {CO}_{2}$$ CO 2 emissions in Asian countries," Empirical Economics, Springer, vol. 50(3), pages 729-751, May.

### Keywords

nonparametric smoothing; spatial dependence;

### 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

### NEP fields

This paper has been announced in the following NEP Reports:

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