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Spatial Econometrics
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Advances in Econometrics 37 highlights key research in econometrics in a user friendly way for economists who are not econometricians.
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08 December 2016

Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that contain enough details so that economists and econometricians who are not experts in the topics will find them accessible and useful in their research. Volume 37 exemplifies this focus by highlighting key research from new developments in econometrics.
Price: $213.99
Pages: 408
Publisher: Emerald Group Publishing Limited
Imprint: Emerald Group Publishing Limited
Series: Advances in Econometrics
Publication Date:
08 December 2016
ISBN: 9781785609862
Format: Hardcover
BISACs:
BUSINESS & ECONOMICS / Economics / Macroeconomics, Econometrics & economic statistics
Seven of the eleven papers in this collection explain how to estimate discrete dependent variables with spatial dependence using maximum likelihood and how to estimate binary and count dependent variables using Bayesian methods. A generic algorithm for numerically accurate likelihood evaluates spatial models characterized by a high-dimensional latent Gaussian process and non-Gaussian response variables. The remaining four papers address continuous dependent variables for modeling group interaction in research, the spillover effects of public capital stock, government and industry impacts on innovation, and Boston housing data.
Badi H. Baltagi, Syracuse University, Syracuse, NY, USA
James P. Lesage, Texas State University, San Marcos, TX, USA
R. Kelley Pace, Louisiana State University, Baton Rouge, LA, USA
PART I: INTRODUCTION
Progress In Spatial Modeling Of Discrete And Continuous Dependent Variables
PART II: DISCRETE DEPENDENT VARIABLES MAXIMUM LIKELIHOOD
Fast Simulated Maximum Likelihood Estimation Of The Spatial Probit Model Capable Of Handling Large Samples - R. Kelley Pace and James P. LeSage
Likelihood Evaluation Of High-Dimensional Spatial Latent Gaussian Models With Non-Gaussian Response Variables - Roman Liesenfeld, Jean-François Richard and Jan Vogler
PART III: DISCRETE DEPENDENT VARIABLES BAYESIAN
The Impact Of Storms On Firm Survival: A Bayesian Spatial Econometric Model For Firm Survival - Mihaela Craioveanu and Dek Terrellv
Bayesian Spatial Bivariate Panel Probit Estimation - Badi H. Baltagi, Peter H. Egger and Michaela Kesina
Estimating Binary Spatial Autoregressive Models For Rare Events - Raffaella Calabrese and Johan A. Elkink
A Multivariate Spatial Analysis For Anticipating New Firm Counts - Yiyi Wang, Kara M. Kockelman and Paul Damien
A Multivariate Spatial-Time Of Day Analysis Of Truck Crash Frequency Across Neighborhoods In New York City - Wei Zou, Xiaokun Wang and Yiyi Wang
PART IV: CONTINUOUS DEPENDENT VARIABLES MAXIMUM LIKELIHOOD
Group Interaction In Research And The Use Of General Nesting Spatial Models - Peter Burridge, J. Paul Elhorst and Katarina Zigova
How To Measure Spillover Effects Of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model - Jaepil Han, Deockhyun Ryu and Robin Sickles
PART V: CONTINUOUS DEPENDENT VARIABLES BAYESIAN
Local Marginal Analysis Of Spatial Data: A Gaussian Process Regression Approach With Bayesian Model And Kernel Averaging - Jacob Dearmon and Tony E. Smith
City And Industry Network Impacts On Innovation By Chinese Manufacturing Firms: A Hierarchical Spatial- Interindustry Model - Yuxue Sheng and James P. LeSage