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2017 | 64 | 3 | 323-338

Article title

Procedura alternatywna do regresji częściowej w estymacji modelu przestrzennego autoregresyjnego metodą największej wiarogodności

Title variants

An Alternative to Partial Regression in Maximum Likelihood Estimation of Spatial Autoregressive Panel Data Model

Languages of publication

PL

Abstracts

Year

Volume

64

Issue

3

Pages

323-338

Physical description

Contributors

  • University of Lodz, Faculty of Economics and Sociology, Department of Spatial Econometrics
author
  • University of Lodz, Faculty of Mathematics and Computer Science, Department of Applied Computer Science

References

  • Anselin L., (1988), Spatial Econometrics: Methods and Models, Kluwer Academic Publishers, Dordrecht, The Netherlands.
  • Anselin L., Le Gallo J., Jayet H., (2006), Spatial Panel Econometrics, in: Matyas L., Sevestre P., (eds.), The Econometrics of Panel Data, Fundamentals and Recent Developments in Theory and Practice, 3rd edition, Kluwer, Dordrecht.
  • Baltagi B. H., (2005), Econometric Analysis of Panel Data, John Wiley & Sons, Chichester West Sussex, England.
  • Elhorst J. P., (2014), Spatial Econometrics: From Cross-Sectional Data to Spatial Panels, Springer, Heidelberg.
  • Elhorst J. P., Fréret S., (2009), Evidence of Political Yardstick Competition in France Using a Two-Regime Spatial Durbin Model with Fixed Effects, Journal of Regional Science, 49 (5), 931–951.
  • Fiebig D. G., Bartels R., (1996), The Frisch-Waugh Theorem and Generalized Least Squares, Econometric Reviews, 15 (4), 431–443.
  • Frisch R., Waugh F. V., (1933), Partial Time Regressions as Compared with Individual Trends, Econometrica, 1 (4), 387–401.
  • Greene W. H., (2008), Econometric Analysis, 6th edition, Prentice Hall, Upper Saddle River, N. J.
  • Kelejian H. H., Prucha I. R., (2001), On the Asymptotic Distribution of the Moran I Test Statistic with Applications, Journal of Econometrics, 104, 219–257.
  • Lee L.-F., (2004), Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models, Econometrica, 72 (6), 1899–1925.
  • Lee L.-F., Yu J., (2010), Estimation of Spatial Autoregressive Panel Data Models with Fixed Effects, Journal of Econometrics, 154 (2), 165–85.
  • Liesen J., Strakoš Z., (2013), Krylov Subspace Methods: Principles and Analysis, Oxford University Press, Oxford UK.
  • Olejnik A., Olejnik J., (2017), Increasing Returns to Scale, Productivity and Economic Growth – A Spatial Analysis of the Contemporary EU Economy, submitted to Argumenta Oeconomica.
  • Olejnik A., Özyurt S., (2016), Multi-Dimensional Spatial Auto-regressive Models: How Do They Perform in an Economic Growth Framework?, working paper.
  • Pace R. K., (2014), Maximum Likelihood Estimation, in: Fisher M. M., Nijkamp P., (eds.), Handbook of Regional Science, Springer-Verlag, Berlin Heidelberg.
  • Pötscher B. M., Prucha I., (1997), Dynamic Nonlinear Econometric Models, Springer-Verlag, Berlin Heidelberg.
  • Yamada H., (2016), The Frisch–Waugh–Lovell Theorem for the Lasso and the Ridge Regression, Communications in Statistics – Theory and Methods, Available online at: http://dx.doi.org/10.1080/03610926.2016.1252403.

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.polindex-article-doi-10_5604_01_3001_0014_0825
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