Bayesian Estimation of Limited Dependent Variable Spatial Autoregressive Models

By James Paul LeSage. 2010

289 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/4c7d684edbb313ee3da6769ea092c0da1365f8ee

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In Economics and Econometrics

Citations in the corpus

Spatial dependence in the adoption of organic drystock farming in Ireland (2015, methodology): “The Bayesian approach implementing Markov Chain Monte Carlo (MCMC) estimation provides a powerful alternative to conventional sampling techniques in overcoming modeling issues in spatial econometrics as most of the available conventional methods involve multidimensional integration (LeSage, 2000; Le”
Interdependent preferential trade agreement memberships: An empirical analysis (2008, methodology): “However, several problems arise with McMillen’s model (LeSage, 1997, 2000).”
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors (2013, unknown): “…Das et al. (2003), Kelejian and Prucha (1998, 1999, 2001, 2004, 2007, 2010), Kelejian et al. (2004), Kapoor et al. (2007), Lee (2002, 2003, 2004), LeSage (1997, 2000), Lin and Lee (2010), Lin and Lee (2010), Lin and Lee (2011), Pace and Barry (1997), Pinkse and Slade (1998), Pinkse et al.…”
A two-step estimator for a spatial lag model of counts: Theory, small sample performance and an application☆ (2010, methodology): “Estimation is typically based on nonlinear generalized method of moments (GMM) techniques (Pinske and Slade, 1998; Klier and McMillen 2008), conditional autoregressive general linear models (Schabenberger and Pierce, 2002), and Bayesian simulation approaches (LeSage, 2000).”
Thirty years of spatial econometrics (2010, background): “simultaneous equations and endogeneity combined with spatial correlation are considered in Kelejian and Prucha (2004); Rey and Boarnet (2004); Anselin and Lozano-Gracia (2008) and Fingleton and Le Gallo (2008).”
The maximum approximate composite marginal likelihood (MACML) estimation of multinomial probit-based unordered response choice models (2011, background): “While a number of approaches have been proposed to tackle this situation (see McMillen, 1995; LeSage, 2000; Pinkse and Slade, 1998; Fleming, 2004; Beron et al., 2003; Beron and Vijverberg, 2004), none of these remain practically feasible for moderateto-large samples.”
Estimation of Sample Selection Models with Spatial Dependence (2012, methodology): “This literature has concentrated mainly on the probit model with spatial effects, as in Beron and Vijverberg (2004), Case (1992), Fleming (2004), LeSage (2000), McMillen (1992), and Pinkse and Slade (1998).”
Maximum likelihood estimation of a spatial autoregressive Tobit model (2015, background): “LeSage (2000) and LeSage and Pace (2009) consider the Bayesian estimation of the spatial autoregressive Tobit (SART) model.”