منابع مشابه
An introduction to financial econometrics
This simple question does not have a simple answer. The boundary of such an interdisciplinary area is always moot and any attempt to give a formal definition is unlikely to be successful. Broadly speaking, financial econometrics is to study quantitative problems arising from finance. It uses statistical techniques and economic theory to address a variety of problems from finance. These include ...
متن کاملSpatial Econometrics using MATLAB
Toolboxes are the name given by the MathWorks to related sets of MATLAB functions aimed at solving a particular class of problems. Toolboxes of functions useful in signal processing, optimization, statistics, finance and a host of other areas are available from the MathWorks as add-ons to the standard MATLAB software distribution. I use the term Spatial Econometrics Toolbox to refer to my publi...
متن کاملSpatial Externalities, Spatial Multipliers and Spatial Econometrics
This paper outlines a taxonomy of spatial econometric model specifications that incorporate spatial externalities in various ways. The point of departure is a reduced form in which local or global spillovers are expressed as spatial multipliers. From this, a range of familiar and less familiar specifications is derived for the structural form of a spatial regression.
متن کاملSpatial Econometrics and Political Science
Many theories in political science predict the spatial clustering of similar behaviors among neighboring units of observation. This spatial autocorrelation poses implications for both inference and modeling that are distinct from the more familiar serial dependence in time series analysis. In this paper, I examine how political scientists can diagnose and model the spatial dependence that is pr...
متن کاملThirty years of spatial econometrics
In this paper, I give a personal view on the development of the field of spatial econometrics during the past 30 years. I argue that it has moved from the margins to the mainstream of applied econometrics and social science methodology. I distinguish three broad phases in the development, which I refer to as preconditions, take off and maturity. For each of these phases I describe the main meth...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Spatial Demography
سال: 2013
ISSN: 2364-2289,2164-7070
DOI: 10.1007/bf03354894