TY - BOOK AU - Lee,Lung-fei TI - Spatial econometrics: spatial autoregressive models T2 - World Scientific series on econometrics and statistics SN - 9789811270499 AV - HB139 U1 - 330.01/5195 23 PY - 2024/// CY - Singapore PB - World Scientific KW - Econometrics KW - Econometric models KW - Electronic books N1 - Includes bibliographical references and index; Spatial econometric models: model specifications and basic statistics -- Statistical estimation and testing: ML and QML methods -- The 2SLS and GMM estimation and tests of SAR models -- EL and GEL estimation and tests -- Social interactions and SAR models with rational expectations -- Static spatial panels -- Spatial dynamic panel models -- Multivariate and simultaneous SAR models and their dynamic panel models -- Nonlinear spatial econometrics and applications to some nonlinear spatial models -- SAR models with endogenous spatial weights matrices -- Intertemporal optimized SAR models -- Bayesian estimation as a classical estimation approach -- Model selection and tests for spatial econometric models -- Semiparametric spatial autoregressive Tobit model estimation -- Flows data with interactions -- QML and GMM estimation of SAR models with dominant units N2 - "This is the most recently developed book in Spatial Econometrics which cover important models and estimation methods. Its coverage is rather broad, and some of the topics covered have only been developed in the recent econometric literature in spatial econometrics. The book summarizes our devoted efforts on spatial econometrics that represent joint contributions with former PhD advisees from the Ohio State University in Columbus, Ohio, USA. The coverage is comprehensive and there are a total of sixteen chapters from basic statistics and statistical theory of linear-quadratic forms, law of large numbers (LLN) and central limit theory (CLT) on martingales to nonlinear spatial mixing and spatial near-epoch dependence theories, which can justify the statistic inferences for various spatial models and their estimation. New estimation and testing approaches in empirical likelihood and general empirical likelihood, and Bootstrapping are presented. Model selection is also discussed in this book. In addition to the popular spatial autoregressive models, there are chapters on multivariate SAR models, simultaneous SAR models, and panel dynamic spatial model models. Recent econometric developments on intertemporal spatial models with rational expectations and on flows data in trade theory will also be included. In terms of statistics, classical estimation, testing and inference are the main concerns, and we provide classical inference for the justification of Bayesian simulation approaches"-- UR - https://www.worldscientific.com/worldscibooks/10.1142/13253#t=toc ER -