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2004 | 6 | 173--182
Tytuł artykułu

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

Autorzy
Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
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)
Rocznik
Tom
6
Strony
173--182
Opis fizyczny
Twórcy
  • Nicolaus Copernicus University in Toruń, Poland
Bibliografia
  • Anselin, L. (1988), Spatial econometrics: Methods and Models, Kluwer Academic Publishers, Boston.
  • Case, A. (1991), Spatial patterns in household demand, Econometrica, 59, 953-965.
  • Cliff, A. D., Ord, J. K. (1973), Spatial autocorrelation, Pion., London.
  • Cohen, G., Francos, J. M. (2002), Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields, Journal of Multivariate Analysis, 82, 431-444.
  • Conley, T. G. (1999), GMM estimation with cross sectional dependence, Journal of Econometrics, 92, 1-45.
  • Driscoll, J. C., Kraay, A. C. (1998), Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data, The Review of Economic and Statistics, 549-560.
  • 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.
  • Hopper, P. M., Hewings, C. J. D. (1981), Some Properties of Space-Time Processes, Geographical Analysis, 13, 202-223.
  • Tobler, W. (1970), A computer movie simulating urban growth in the Detroit Region, Economic Geography, 46, 234-240.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171297167

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