Nonlinear impact estimation in spatial autoregressive models

DOI10.1016/J.ECONLET.2017.11.031MaRDI QIDQ1787277zbMATH OpenOpenAlexFDO

Authors Jean-Sauveur Ay, Kassoum Ayouba, Julie Le Gallo

Publication date 5 October 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2017.11.031

zbMATH Keywords

marginal impactsMarkov chain Monte Carlospatial econometricsspline

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)

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Cites work

• A spatial modelling approach to contagion among emerging economies
• Errors in variables and spatial effects in hedonic house price models of ambient air quality
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• Inference from iterative simulation using multiple sequences
• Introduction to spatial econometrics.
• Measuring the benefits of air quality improvement: A spatial hedonic approach.

Cited in

(7)

• Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
• A spatial autoregressive model with a nonlinear transformation of the dependent variable
• Discrete nonhomogeneous and nonstationary logistic and Markov regression models for spatiotemporal data with unresolved external influences
• Vector valued Hecke theory
• Impacts of negative spatial autocorrelation on frequency distributions
• On the computation of general vector-valued modular forms
• Disease dispersion as a spatial interaction: the case of \textit{flavescence dorée}

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Uses Software

• Arc_Mat

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