The origin of spatial interaction

DOI10.1016/J.JECONOM.2006.09.011MaRDI QIDQ280287zbMATH OpenOpenAlexFDO

Authors Wolfgang Keller, Carol H. Shiue

Publication date 9 May 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2006.09.011

zbMATH Keywords

Chinaspatial econometricsgeographic information system codinggeographyinterregional tradespatial autocorrelationtrade costs

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3965276 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• scientific article; zbMATH DE number 3059918 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• An analysis of variance test for normality (complete samples)
• DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
• GMM estimation with cross sectional dependence
• NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

Cited in

(10)

• Estimation of unit root spatial dynamic panel data models
• Trade, merchants, and the lost cities of the Bronze Age
• Simultaneous Spatial Panel Data Models with Common Shocks
• Spatial weights matrix selection and model averaging for spatial autoregressive models
• Unified M-estimation of matrix exponential spatial dynamic panel specification
• Originator dynamics
• Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
• Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration
• Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large

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