04018nam a2200385Ka 4500001001300000003000800013005001700021006001900038007001500057008004100072020006700113040002100180050002100201072001600222072001600238072002300254072002300277080001100300082001900311245011600330260003700446300003600483490005000519505116800569520159401737650004903331650006203380650002603442650001803468700002103486700002103507776001803528830003903546856004703585bslw06311366UtOrBLW20161010130640.0m        d        cr un|||||||||101115s2004    enk     o     000 0 eng d  a9781849503013 (electronic bk.) :c£70.95 ; €99.95 ; $126.95  aUtOrBLWcUtOrBLW 4aHB139b.S63 2004 7aKCH2bicssc 7aECO2bicssc 7aBUS0210002bisacsh 7aBUS0390002bisacsh  a330.4304a330.01519522200aSpatial and spatiotemporal econometricsh[electronic resource] /cedited by James P. Lesage and R. Kelley Pace.  aBingley, U.K. :bEmerald,c2004.  a1 online resource (vi, 331 p.).1 aAdvances in econometrics,x0731-9053 ;vv. 180 aIntroduction / James P. LeSage, R. Kelley Pace -- Bayesian model choice in spatial econometrics / Leslie W. Hepple -- A Bayesian probit model with spatial dependencies / Tony E. Smith, James P. LeSage -- Instrumental variable estimation of a spatial autoregressive model with autoregressive disturbances : large and small sample results / Harry H. Kelejian, Ingmar R. Prucha, Yevgeny Yuzefovich -- Generalized maximum entropy estimation of a first order spatial autoregressive model / Thomas L. Marsh, Ron C. Mittelhammer -- Employment subcenters and home price appreciation rates in metropolitan Chicago / Daniel P. McMillen -- Searching for housing submarkets using mixtures of linear models / M.D. Ugarte, T. Goicoa, A.F. Militino -- Spatio-temporal autoregressive models for U.S. unemployment rate / Xavier de Luna, Marc G. Genton -- A learning rule for inferring local distributions over space and time / Stephen M. Stohs, Jeffrey T. LaFrance -- Testing for linear and log-linear models against box-cox alternatives with spatial lag dependence / Badi H. Baltagi, Dong Li -- Spatial lags and spatial errors revisited : some Monte Carlo evidence / Robin Dubin.  aThis volume focuses on econometric models that confront estimation and inference issues occurring when sample data exhibit spatial or spatiotemporal dependence. This can arise when decisions or transactions of economic agents are related to the behaviour of nearby agents. Dependence of one observation on neighbouring observations violates the typical assumption of independence made in regression analysis. Contributions to this volume by leading experts in the field of spatial econometrics provide details regarding estimation and inference based on a variety of econometric methods including, maximum likelihood, Bayesian and hierarchical Bayes, instrumental variables, generalized method of moments, maximum entropy, non-parametric and spatiotemporal. An overview of spatial econometric models and methods is provided that places contributions to this volume in the context of existing literature. New methods for estimation and inference are introduced in this volume and Monte Carlo comparisons of existing methods are described. In addition to topics involving estimation and inference, approaches to model comparison and selection are set forth along with new tests for spatial dependence and functional form. These methods are applied to a variety of economic problems including: hedonic real estate pricing, agricultural harvests and disaster payments, voting behaviour, identification of edge cities, and regional labour markets. The volume is supported by a web site containing data sets and software to implement many of the methods described by contributors to this volume. 7aBusiness & EconomicsxEconometrics.2bisacsh 7aBusiness & EconomicsxEconomicsxMacroeconomics.2bisacsh 7aEconometrics.2bicssc 0aEconometrics.1 aLeSage, James P.1 aPace, R. Kelley.1 z9780762311484 0aAdvances in econometrics ;vv. 18.40uhttp://www.emeraldinsight.com/0731-9053/18