The Econometric Analysis Of Non Stationary Spatial Panel Data

Download The Econometric Analysis Of Non Stationary Spatial Panel Data full books in PDF, epub, and Kindle. Read online free The Econometric Analysis Of Non Stationary Spatial Panel Data ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

The Econometric Analysis of Non-Stationary Spatial Panel Data

The Econometric Analysis of Non-Stationary Spatial Panel Data
Author :
Publisher : Springer
Total Pages : 280
Release :
ISBN-10 : 9783030036140
ISBN-13 : 3030036146
Rating : 4/5 (146 Downloads)

Book Synopsis The Econometric Analysis of Non-Stationary Spatial Panel Data by : Michael Beenstock

Download or read book The Econometric Analysis of Non-Stationary Spatial Panel Data written by Michael Beenstock and published by Springer. This book was released on 2019-03-27 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 values for 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.


The Econometric Analysis of Non-Stationary Spatial Panel Data Related Books

The Econometric Analysis of Non-Stationary Spatial Panel Data
Language: en
Pages: 280
Authors: Michael Beenstock
Categories: Business & Economics
Type: BOOK - Published: 2019-03-27 - Publisher: Springer

DOWNLOAD EBOOK

This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial ec
The Econometric Analysis of Non-stationary Spatial Panel Data
Language: en
Pages: 275
Authors: Michael Beenstock
Categories: Electronic books
Type: BOOK - Published: 2019 - Publisher:

DOWNLOAD EBOOK

This monograph deals with spatially dependent non-stationary time series in a way accessible to both time series econometricians wanting to understand spatial e
A Companion to Econometric Analysis of Panel Data
Language: en
Pages: 322
Authors: Badi H. Baltagi
Categories: Business & Economics
Type: BOOK - Published: 2009-06-22 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a compa
Spatial Econometrics
Language: en
Pages: 125
Authors: J. Paul Elhorst
Categories: Business & Economics
Type: BOOK - Published: 2013-09-30 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book provides an overview of three generations of spatial econometric models: models based on cross-sectional data, static models based on spatial panels a
Time Series and Panel Data Econometrics
Language: en
Pages: 1443
Authors: M. Hashem Pesaran
Categories: Business & Economics
Type: BOOK - Published: 2015-10-01 - Publisher: Oxford University Press

DOWNLOAD EBOOK

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rig