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Sparse spatial autoregressions

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Listed:
  • Kelley Pace, R.
  • Barry, Ronald

Abstract

Given local spatial error dependence, one can construct sparse spatial weight matrices. As an illustration of the power of such sparse structures, we computed a simultaneous autoregression using 20 640 observations in under 19 min despite needing to compute a 20 640 by 20 640 determinant 10 times.

Suggested Citation

  • Kelley Pace, R. & Barry, Ronald, 1997. "Sparse spatial autoregressions," Statistics & Probability Letters, Elsevier, vol. 33(3), pages 291-297, May.
    • Handle: RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297
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    References listed on IDEAS

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    1. Gilley, Otis W & Pace, R Kelley, 1995. "Improving Hedonic Estimation with an Inequality Restricted Estimator," The Review of Economics and Statistics, MIT Press, vol. 77(4), pages 609-621, November.
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