کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5097390 1376586 2007 25 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A matrix exponential spatial specification
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A matrix exponential spatial specification
چکیده انگلیسی
We introduce the matrix exponential as a way of modelling spatially dependent data. The matrix exponential spatial specification (MESS) simplifies the log-likelihood allowing a closed form solution to the problem of maximum-likelihood estimation, and greatly simplifies the Bayesian estimation of the model. The MESS can produce estimates and inferences similar to those from conventional spatial autoregressive models, but has analytical, computational, and interpretive advantages. We present maximum likelihood and Bayesian approaches to the estimation of this spatial model specification along with methods of model comparisons over different explanatory variables and spatial specifications.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 140, Issue 1, September 2007, Pages 190-214
نویسندگان
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