Functional SAC model: with application to spatial econometrics

DOI10.37920/SASJ.2021.55.1.1MaRDI QIDQ5164128zbMATH OpenOpenAlexFDO

Authors Alassane Aw, Emmanuel Nicolas Cabral

Publication date 9 November 2021

Published in South African Statistical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.07725

zbMATH Keywords

spatial dependencefunctional linear modelspatial weights

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Functional data analysis (62R10)

Abstract: Spatial autoregressive combined (SAC) model has been widely studied in the literature for the analysis of spatial data in various areas such as geography, economics, demography, regional sciences. This is a linear model with scalar response, scalar explanatory variables and which allows for spatial interactions in the dependent variable and the disturbances. In this work we extend this modeling approach from scalar to functional covariate. The parameters of the model are estimated via the maximum likelihood estimation method. A simulation study is conducted to evaluate the performance of the proposed methodology. As an illustration, the model is used to establish the relationship between unemployment and illiteracy in Senegal.

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Cited in

(4)

• Bayesian estimation of the functional spatial lag model
• Estimation of partial functional linear additive spatial lag quantile regression model
• A flexible spatial autoregressive modelling framework for mixed covariates of multiple data types
• A Bayesian estimation method for the functional spatial error model

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