Recursive Estimation of the Spatial Error Model

2022 ◽  
Author(s):  
Chiara Ghiringhelli ◽  
Gianfranco Piras ◽  
Giuseppe Arbia ◽  
Antonietta Mira
Author(s):  
Mehmet Akif Kara

It is noteworthy that there is a substantial literature review that examines the impact of transportation infrastructure on urban and regional economic performance. It is observed that such infrastructure investments are focused on the economic growth as well as the spillover effect in applied studies carried out in this respect. In this study, in which the effects of highway transportation infrastructure on urban output and the spillover effect of these investments are determined using the spatial econometric method, 81 cities in Turkey have been taken into consideration, and according to the results of the study, transportation infrastructure investments in Turkey have been found to contribute positively to urban output. Also, while the Moran's I test statistic reveals the spatial dependence of such investments, the Lagrange multiplier test results also determine the need to use the spatial error model. The spatial error model results reveal the existence of the positive spillover effect of transportation infrastructure investments.


2008 ◽  
pp. 1101-1101
Author(s):  
Shashi Shekhar ◽  
Hui Xiong

2018 ◽  
Vol 4 (2) ◽  
pp. 102
Author(s):  
Anggi Ananda Putri ◽  
Wahidah Sanusi ◽  
Sukarna Sukarna

Poverty is one of the major problem that frequently faced by human. Begin from poverty, consequently emerged several social issues, such as homeless, beggar, defendant, and prostitution. On this research were conducted modeling poverty degree in Soppeng with using number of poor household as the dependent variable. Modeling were done by using area approach which is a Spatial Autoregressive (SAR) model and Spatial Error Model (SEM). As for the independent variable used on this research is the number of health services, school facility, population density, social well being disable, and the distance on village and centre of Soppeng.  Regarding to the analysis of Spatial Autoregressive (SAR) and Spatial Error Model (SEM) shows that there is a spatial dependency lag and error on number of poor household variable. As for the independent variable which have the significancy account for 5% on Spatial Autoregressive (SAR) and Spatial Error Model (SEM) are every variables with a number R2= 90,9% on SAR and R2= 90,1% on SEM.


2020 ◽  
Vol 15 (3) ◽  
pp. 239-248
Author(s):  
Jooyong Shim ◽  
Sang Bum Lee ◽  
Daiwon Kim ◽  
Jung-Suk Yu ◽  
Chanha Hwang

Spatial panel data model captures spatial interactions across spatial units and over time. Lots of effort have been devoted to develop effective estimation methods for parametric and nonparametric spatial panel data models. Varying coefficient model has received a great deal of attention as an important tool for modeling panel data. In this paper we propose a kernel-based spatial error model for the purpose of analyzing spatial panel data. This model is based on the idea of fixed effect time-varying coefficient model and the kernel technique of support vector machine along with the technique of regularization. A generalized cross validation method is also considered for choosing the hyperparameters which affect the performance of the proposed model. The proposed model is evaluated through numerical studies.


2019 ◽  
pp. 75-86
Author(s):  
Michael D. Ward ◽  
Kristian Skrede Gleditsch

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