000			03798nam a2200409 a 4500
001			00013253
003			WSP
005			20250414083508.0
007			cr |nu|||unuuu
008			230130s2024 si ob 001 0 eng d
010			_a 2022062230
020			_a9789811270499 _q(ebook)
020			_a981127049X _q(ebook)
020			_z9789811270482 _q(hbk.)
040			_aWSPC _beng _cWSPC
050		4	_aHB139
072		7	_aBUS _x021000 _2bisacsh
072		7	_aMAT _x011000 _2bisacsh
072		7	_aMAT _x003000 _2bisacsh
082	0	4	_a330.01/5195 _223
049			_aMAIN
100	1		_aLee, Lung-fei.
245	1	0	_aSpatial econometrics _h[electronic resource] : _bspatial autoregressive models / _cLung-Fei Lee.
260			_aSingapore : _bWorld Scientific, _cc2024.
300			_a1 online resource (iii, 841 p.).
490	1		_aWorld Scientific series on econometrics and statistics ; _vvol. 1
504			_aIncludes bibliographical references and index.
505	0		_aSpatial 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.
520			_a"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"-- _cPublisher's website.
538			_aMode of access: World Wide Web.
538			_aSystem requirements: Adobe Acrobat Reader.
650		0	_aEconometrics.
650		0	_aEconometric models.
655		0	_aElectronic books.
830		0	_aWorld Scientific series on econometrics and statistics ; _vvol. 1.
856	4	0	_uhttps://www.worldscientific.com/worldscibooks/10.1142/13253#t=toc _zAccess to full text is restricted to subscribers.
999			_c9972 _d9972