One-directional adjacency matrices in spatial autoregressive model: A land price example and Monte Carlo results

One-directional adjacency matrices in spatial autoregressive model: A land price example and Monte Carlo results
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DOI:
10.1016/j.econmod.2011.08.011
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发表时间:
2012
期刊:
影响因子:
4.7
通讯作者:
Takahisa Yokoi;A. Ando
Takahisa Yokoi;A. Ando
中科院分区:
经济学2区
文献类型:
--
作者:
Takahisa Yokoi;A. Ando

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在空间计量经济学的背景下,我们讨论的是单向效应的规范,而不是相互依赖。使用的实证研究(空间自回归模型的土地价格数据在福井县,日本)和蒙特卡洛模拟结果(邻接矩阵的基础上建立的规则格使用车的标准),我们表明,空间依赖性可能无法识别,如果这种依赖性被假定为互惠。
In the context of spatial econometrics, we discuss the specification of one-directional effects, not mutual dependencies. Using an empirical study (a spatial autoregressive model of land price data in Fukui Prefecture, Japan) and Monte Carlo simulation results (contiguity matrices built based on regular lattices using the rook criteria), we show that spatial dependencies might not be recognized if such dependencies are assumed to be reciprocal.