On model specification and parameter space definitions in higher order spatial econometric models

By J. Paul Elhorst, D. Lacombe, Gianfranco Piras. 2012

154 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/879fbb24bcd778b163775407e0ad7dc0c246c649

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. J. Paul Elhorst
2. Nicolas Debarsy
3. Lung-fei Lee
4. Fei Jin
5. Zhenlin Yang
6. Jihai Yu
7. Gianfranco Piras
8. Luc Anselin

Citations in the corpus

• Linear Spatial Dependence Models for Cross-Section Data (2014, methodology): “Elhorst et al. (2012) have made a Matlab routine downloadable for free on their web sites to determine the exact boundaries of any second-order spatial autoregressive process.6”
• Large sample properties of the matrix exponential spatial specification with an application to FDI (2015, background): “Elhorst et al. (2012) have outlined a procedure for finding the stationary region, but the parameter spaces can be complicated even for a SAR model with two spatial weights matrices for the dependent variable.”