img Leseprobe Leseprobe

The Econometric Analysis of Non-Stationary Spatial Panel Data

Michael Beenstock, Daniel Felsenstein

PDF
ca. 96,29
Amazon iTunes Thalia.de Weltbild.de Hugendubel Bücher.de ebook.de kobo Osiander Google Books Barnes&Noble bol.com Legimi yourbook.shop Kulturkaufhaus ebooks-center.de
* Affiliatelinks/Werbelinks
Hinweis: Affiliatelinks/Werbelinks
Links auf reinlesen.de sind sogenannte Affiliate-Links. Wenn du auf so einen Affiliate-Link klickst und über diesen Link einkaufst, bekommt reinlesen.de von dem betreffenden Online-Shop oder Anbieter eine Provision. Für dich verändert sich der Preis nicht.

Springer International Publishing img Link Publisher

Sozialwissenschaften, Recht, Wirtschaft / Volkswirtschaft

Beschreibung

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 in non-stationary panel data models. All discussions are accompanied by empirical  testing based on a spatial panel data of house prices in Israel.

 

Weitere Titel in dieser Kategorie
Cover Modern Money Theory
L. Randall Wray
Cover Building an Olive-Shaped Society
CICC Research, CICC Global Institute
Cover Money and Inflation
Mehdi Chowdhury
Cover The Rise of China’s Innovation Economy
CICC Research, CICC Global Institute
Cover The Long 2020
Subhas Ranjan Chakraborty

Kundenbewertungen

Schlagwörter

Non-Stationary, Unit Root Tests, Panel Data, Housing Prices, Spatial Dependence, Spatial Econometrics, Time Series Analysis