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The main purpose of the paper is to consider the possibilities of identifying the autodependence in the space-time processes. In section 2 the autodependence is determined in terms of the spatial and space-time autocorrelations. There is underlined the part whose the appropriate defining of the distance between the units of the investigation plays in the studies of the autocorrelation. This question is wider discussed in section 3. Section 4 presents the outline of the modelling, when some problems, pointed before, such as too little number of observations across space and a difficult for defining space-time distance, are attempted to be omitted. In section 5 the results of the empirical researches are discussed. Considering the limited volume of the paper, the detailed results of the calculations are not given here. Finally, the general conclusions are formulated and the further investigations are announced as well.(fragment of text)
Twórcy
autor
- Nicolaus Copernicus University in Toruń, Poland
Bibliografia
- Cliff, A.D., Ord, J.K. (1973), Spatial Autocorrelation, Pion, London.
- Cliff, A.D., Ord, J.K. (1981), Spatial Processes: Theory and Applications, Pion, London.
- Chen, X., Conley, T.G. (2001), A new semiparametric spatial model for panel time series, Journal of Econometrics, 105, 59-83.
- Conley, T.G. (1999), GMM estimation with cross sectional dependence, Journal of Econometrics, 92, 1-45.
- Conley, T.G., Topa, G. (2002), Socio-economic distance and spatial patterns in unemployment, Journal of Applied Econometrics, 17, 303-327.
- Epperson, B.K. (2000), Spatial and space-time correlations in ecological models, Eco-logical Modelling, 132, 63-76.
- de Luna, X., Genton, M.G. (2004), Spatio-temporal autoregressive models for U.S. un-employment rate, in: Lesage, J.P., Pace, R.K. (eds.), Spatial and Spatiotemporal Econometrics, Advances in Econometrics, vol. 17, Elsevier Ltd., Oxford, 279-294.
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Bibliografia
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