The origin of spatial interaction

DOI10.1016/j.jeconom.2006.09.011zbMath1418.62486OpenAlexW3021884581MaRDI QIDQ280287

Carol H. Shiue, Wolfgang Keller

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 autocorrelationspatial econometricsgeographic information system codinggeographyinterregional tradetrade costs

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (8)

Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large ⋮ Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration ⋮ Simultaneous Spatial Panel Data Models with Common Shocks ⋮ Spatial weights matrix selection and model averaging for spatial autoregressive models ⋮ Estimation of fixed effects panel regression models with separable and nonseparable space-time filters ⋮ ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS ⋮ Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration ⋮ Unified M-estimation of matrix exponential spatial dynamic panel specification

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• GMM estimation with cross sectional dependence
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
• An analysis of variance test for normality (complete samples)
• NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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