| 書目名稱 | The Econometric Analysis of Non-Stationary Spatial Panel Data |
| 編輯 | Michael Beenstock,Daniel Felsenstein |
| 視頻video | http://file.papertrans.cn/909/908108/908108.mp4 |
| 概述 | Gives specific focus to the econometrics of nonstationary spatial panel data.Provides numerous worked empirical examples for the methodologies presented.Provides new critical values for panel unit roo |
| 叢書名稱 | Advances in Spatial Science |
| 圖書封面 |  |
| 描述 | .This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM)? models. .The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical valuesfor panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent.?.The volume concludes with a discussion of incorporating strong and weak spatial dependence |
| 出版日期 | Book 2019 |
| 關(guān)鍵詞 | Spatial Econometrics; Panel Data; Non-Stationary; Spatial Dependence; Time Series Analysis; Housing Price |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-030-03614-0 |
| isbn_ebook | 978-3-030-03614-0Series ISSN 1430-9602 Series E-ISSN 2197-9375 |
| issn_series | 1430-9602 |
| copyright | Springer Nature Switzerland AG 2019 |
|Archiver|手機(jī)版|小黑屋|
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