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Comparing Implementations of Estimation Methods for Spatial Econometrics
Journal of Statistical Software, 2015 Recent advances in the implementation of spatial econometrics model estimation techniques have made it desirable to compare results, which should correspond between implementations across software applications for the same data.
Roger Bivand, Gianfranco Piras
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Big Data: New Tricks for Econometrics
Journal of Economic Perspectives, 2014 Computers are now involved in many economic transactions and can capture data associated with these transactions, which can then be manipulated and analyzed.
H. Varian
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Applied Spatial Econometrics: Raising the Bar
Spatial Economic Analysis, 2010 J Paul Elhorst
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Specification tests in econometrics
, 1978 Using the result that under the null hypothesis of no misspecification an asymptotically efficient estimator must have zero asymptotic covariance with its difference from a consistent but asymptotically inefficient estimator, specification tests are ...
J. Hausman
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Social Science Research Network, 2022 of the of IZA. on policy, but IZA takes no institutional policy positions. The IZA research network is committed to the IZA Guiding Principles of Research Integrity.
J. Heckman, R. Pinto
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The State of Applied Econometrics - Causality and Policy Evaluation [PDF]
, 2016 In this paper we discuss recent developments in econometrics that we view as important for empirical researchers working on policy evaluation questions. We focus on three main areas, where in each case we highlight recommendations for applied work. First,
S. Athey, G. Imbens
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Estimation and inference in econometrics
, 1994 Offering a unifying theoretical perspective not readily available in any other text, this innovative guide to econometrics uses simple geometrical arguments to develop students' intuitive understanding of basic and advanced topics, emphasizing throughout
R. Davidson, J. MacKinnon
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Bias in Estimating Multivariate and Univariate Diffusions [PDF]
, 2010 Published in Journal of Econometrics, 2011, https://doi.org/10.1016/j.jeconom.2010.12 ...
Aït-Sahalia +38 more
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A Review of Software for Spatial Econometrics in R
, 2021 The software for spatial econometrics available in the R system for statistical computing is reviewed. The methods are illustrated in a historical perspective, highlighting the main lines of development and employing historically relevant datasets in the
R. Bivand, G. Millo, G. Piras
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On proximity and hierarchy : exploring and modelling space using multilevel modelling and spatial econometrics [PDF]
, 2009 Spatial econometrics and also multilevel modelling techniques are increasingly part of the regional scientists‟ toolbox. Both approaches are used to model spatial autocorrelation in a wide variety of applications. However, it is not always clear on which
Parenti, Angela, Vanoutrive, Thomas
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