Coverart for item
The Resource The Econometric Analysis of Non-Stationary Spatial Panel Data, by Michael Beenstock, Daniel Felsenstein, (electronic resource)

The Econometric Analysis of Non-Stationary Spatial Panel Data, by Michael Beenstock, Daniel Felsenstein, (electronic resource)

Label
The Econometric Analysis of Non-Stationary Spatial Panel Data
Title
The Econometric Analysis of Non-Stationary Spatial Panel Data
Statement of responsibility
by Michael Beenstock, Daniel Felsenstein
Creator
Contributor
Author
Author
Subject
Language
eng
Summary
This monograph deals with spatially dependent non-stationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial non-stationarity in spatial cross-section data, and a full exposition of non stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical values for panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent. The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Beenstock, Michael
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Felsenstein, Daniel
Series statement
  • Advances in Spatial Science, The Regional Science Series,
  • Springer eBooks
  • Springer eBooks.
http://library.link/vocab/subjectName
  • Econometrics
  • Regional economics
  • Statistics
Label
The Econometric Analysis of Non-Stationary Spatial Panel Data, by Michael Beenstock, Daniel Felsenstein, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=https://doi.org/10.1007/978-3-030-03614-0
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1 Space and Time are Inextricably Interwoven -- 2 Time Series for Spatial Econometricians -- 3 Spatial Data Analysis and Econometrics -- 4 The Spatial Conectivity Matrix -- 5 Unit Root and Cointegration Tests in Spatial Cross-Section Data -- 6 Spatial Vector Autoregressions -- 7 Unit Root and Cointegration Tests for Spatially Dependent Panel Data -- 8 Cointegration in Non-Stationary Panel Data -- 9 Spatial Vector Error Correction -- 10 Strong and Weak Cross-Section Dependence in Non-Stationary Spatial Panel Data.
Control code
978-3-030-03614-0
Dimensions
unknown
Extent
1 online resource (IX, 275 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783030036140
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
45 illustrations, 40 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1091623509
Label
The Econometric Analysis of Non-Stationary Spatial Panel Data, by Michael Beenstock, Daniel Felsenstein, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=https://doi.org/10.1007/978-3-030-03614-0
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1 Space and Time are Inextricably Interwoven -- 2 Time Series for Spatial Econometricians -- 3 Spatial Data Analysis and Econometrics -- 4 The Spatial Conectivity Matrix -- 5 Unit Root and Cointegration Tests in Spatial Cross-Section Data -- 6 Spatial Vector Autoregressions -- 7 Unit Root and Cointegration Tests for Spatially Dependent Panel Data -- 8 Cointegration in Non-Stationary Panel Data -- 9 Spatial Vector Error Correction -- 10 Strong and Weak Cross-Section Dependence in Non-Stationary Spatial Panel Data.
Control code
978-3-030-03614-0
Dimensions
unknown
Extent
1 online resource (IX, 275 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783030036140
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
45 illustrations, 40 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1091623509

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