Spatial econometrics functions in R: Classes and methods

Spatial econometrics functions in R: Classes and methods

Developing spatial econometrics functions in R can not only enable analysts to advance our own techniques using convenient interpreted language features. Placing spatial econometrics and more generally spatial statistics in the context of an extensible data analysis environment also exposes similarities and differences between traditions of analysis. These can be fruitful, as is explored here i...

Spatial 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.

Bootstrap Methods in Econometrics

Although it is common to refer to “the bootstrap,” there are actually a great many different bootstrap methods that can be used in econometrics. We emphasize the use of bootstrap methods for inference, particularly hypothesis testing, and we also discuss bootstrap confidence intervals. There are important cases in which bootstrap inference tends to be more accurate than asymptotic inference. Ho...

Comparing Implementations of Estimation Methods for Spatial Econometrics

Recent advances in the implementation of spatial econometrics model estimation techniques have made it desirable to compare results, which should correspond between implementations across software applications for the same data. These model estimation techniques are associated with methods for estimating impacts (emanating effects), which are also presented and compared. This review constitutes...

A.3 Spatial Econometric Functions in R