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2004 | 6 | 173--182
Tytuł artykułu

The Structure of Interdependence in Dynamic Spatial Models. Remarks on Modelling and Interpretation

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The purpose of the paper is to discuss the possibility and utility of: (1) a settlement of the cross-sectional data structure, which would be similar to the time series structure, (2) including such structure into dynamic econometric models as well. The remainder of the paper consists of five sections and conclusions. In section 2 some exemplifying measures of the economic distance are mentioned. In the next two sections there is accurately defined the assumption that the cross-sectional data like spatial data are modelled as the realizations of the two-dimensional random field. Section 5 is on spatial dependence modelling. The attention is paid to the fact that the dynamic aspect should be introduced into the analysis. The remarks on the linear dynamic econometric modelling of the dependence between the spatial processes are contained in section 6. And at the end of the paper there are some conclusions from the presented discussion.(fragment of text)
Opis fizyczny
  • Nicolaus Copernicus University in Toruń, Poland
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  • Conley, T. G. (1999), GMM estimation with cross sectional dependence, Journal of Econometrics, 92, 1-45.
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  • Epperson, B. K. (2000), Spatial and space-time correlations in ecological models, Ecological Modelling, 132, 63-76.
  • Hepple, L. W. (1978), The Econometrics Specification and Estimation of Spatio-Temporal Models, in: Time and Regional Dynamics, ed. by T. Carlstein, D. Parkes, and N. Trift, Halsted Press, New York, 66-80.
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  • Tobler, W. (1970), A computer movie simulating urban growth in the Detroit Region, Economic Geography, 46, 234-240.
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