4.7 Review

A Review of Software for Spatial Econometrics in R

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Article Economics

Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices

Michele Aquaro et al.

Summary: This paper explores the estimation and inference of spatial panel data models with heterogeneous spatial lag coefficients, developing a quasi maximum likelihood (QML) estimation procedure. The study shows that the QML estimators of individual spatial coefficients are consistent and asymptotically normal, with empirical application to US house price changes revealing significant heterogeneity in spatiotemporal dynamics across Metropolitan Statistical Areas.

JOURNAL OF APPLIED ECONOMETRICS (2021)

Article Geography

Progress in the R ecosystem for representing and handling spatial data

Roger S. Bivand

Summary: It has been twenty years since researchers indicated a good match between the nascent open-source R programming language and spatial data analysis needs, and significant progress has been made in representation of spatial data and discussions on the relationships between R-spatial software and the open-source geospatial software community.

JOURNAL OF GEOGRAPHICAL SYSTEMS (2021)

Article Economics

Spillover effects in spatial models: Generalizations and extensions

Harry Kelejian et al.

JOURNAL OF REGIONAL SCIENCE (2020)

Article Geography

Eigenvector Spatial Filtering for Large Data Sets: Fixed and Random Effects Approaches

Daisuke Murakami et al.

GEOGRAPHICAL ANALYSIS (2019)

Article Computer Science, Interdisciplinary Applications

Marginal maximum likelihood estimation of SAR models with missing data

Thomas Suesse

COMPUTATIONAL STATISTICS & DATA ANALYSIS (2018)

Article Statistics & Probability

Estimation of spatial autoregressive models with measurement error for large data sets

Thomas Suesse

COMPUTATIONAL STATISTICS (2018)

Article Computer Science, Interdisciplinary Applications

Computational aspects of the EM algorithm for spatial econometric models with missing data

Thomas Suesse et al.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (2017)

Article Geosciences, Multidisciplinary

A comparison of estimation methods for multilevel models of spatially structured data

Roger Bivand et al.

SPATIAL STATISTICS (2017)

Article Social Sciences, Mathematical Methods

Spatial panel-data models using Stata

Federico Belotti et al.

STATA JOURNAL (2017)

Article Economics

About predictions in spatial autoregressive models: optimal and almost optimal strategies

Michel Goulard et al.

SPATIAL ECONOMIC ANALYSIS (2017)

Article Statistics & Probability

Structured Additive Regression Models: AnRInterface toBayesX

Nikolaus Umlauf et al.

Journal of Statistical Software (2015)

Article Statistics & Probability

Comparing Implementations of Estimation Methods for Spatial Econometrics

Roger Bivand et al.

Journal of Statistical Software (2015)

Article Statistics & Probability

Panel Data Econometrics inR: TheplmPackage

Yves Croissant et al.

Journal of Statistical Software (2015)

Article Statistics & Probability

sphet: Spatial Models with Heteroskedastic Innovations inR

Gianfranco Piras

Journal of Statistical Software (2015)

Article Statistics & Probability

splm: Spatial Panel Data Models inR

Giovanni Millo et al.

Journal of Statistical Software (2015)

Article Economics

THE SLX MODEL

Solmaria Halleck Vega et al.

JOURNAL OF REGIONAL SCIENCE (2015)

Article Geography

Spatial Autoregressive Models for Geographically Hierarchical Data Structures

Guanpeng Dong et al.

GEOGRAPHICAL ANALYSIS (2015)

Article Computer Science, Interdisciplinary Applications

Maximum likelihood estimation of spatially and serially correlated panels with random effects

Giovanni Millo

COMPUTATIONAL STATISTICS & DATA ANALYSIS (2014)

Article Economics

A Generalized Spatial Panel Data Model with Random Effects

Badi H. Baltagi et al.

ECONOMETRIC REVIEWS (2013)

Article Social Sciences, Mathematical Methods

Creating and managing spatial-weighting matrices with the spmat command

David M. Drukker et al.

STATA JOURNAL (2013)

Article Economics

Efficient GMM Estimation of a Cliff and Ord Panel Data Model with Random Effects

Gianfranco Piras

SPATIAL ECONOMIC ANALYSIS (2013)

Article Statistics & Probability

One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic

Hongfei Li et al.

JOURNAL OF MULTIVARIATE ANALYSIS (2012)

Article Economics

SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS*

Lung-fei Lee et al.

INTERNATIONAL ECONOMIC REVIEW (2012)

Article Geography

Dynamic spatial panels: models, methods, and inferences

J. Paul Elhorst

JOURNAL OF GEOGRAPHICAL SYSTEMS (2012)

Article Economics

On model specification and parameter space definitions in higher order spatial econometric models

J. Paul Elhorst et al.

REGIONAL SCIENCE AND URBAN ECONOMICS (2012)

Article Economics

The Hausman test in a Cliff and Ord panel model

Jan Mutl et al.

ECONOMETRICS JOURNAL (2011)

Editorial Material Multidisciplinary Sciences

Reproducible Research in Computational Science

Roger D. Peng

SCIENCE (2011)

Article Geography

Non-life insurance consumption in Italy: a sub-regional panel data analysis

Giovanni Millo et al.

JOURNAL OF GEOGRAPHICAL SYSTEMS (2011)

Article Economics

Estimation of spatial autoregressive panel data models with fixed effects

Lung-fei Lee et al.

JOURNAL OF ECONOMETRICS (2010)

Article Economics

Testing for spatial autocorrelation in a fixed effects panel data model

Nicolas Debarsy et al.

REGIONAL SCIENCE AND URBAN ECONOMICS (2010)

Article Economics

Some recent developments in spatial panel data models

Lung-fei Lee et al.

REGIONAL SCIENCE AND URBAN ECONOMICS (2010)

Article Geography

Growth and Convergence in a Multiregional Model with Space-Time Dynamics

Paul Elhorst et al.

GEOGRAPHICAL ANALYSIS (2010)

Article Economics

Applied Spatial Econometrics: Raising the Bar

J. Paul Elhorst

SPATIAL ECONOMIC ANALYSIS (2010)

Article Statistics & Probability

Testing for random effects and spatial lag dependence in panel data models

Badi H. Baltagi et al.

STATISTICS & PROBABILITY LETTERS (2008)

Article Economics

A spatial Hausman test

R. Kelley Pace et al.

ECONOMICS LETTERS (2008)

Article Economics

Spatial Growth Regressions: Model Specification, Estimation and Interpretation

James P. LeSage et al.

SPATIAL ECONOMIC ANALYSIS (2008)

Article Economics

Serial and spatial error correlation

J. Paul Elhorst

ECONOMICS LETTERS (2008)

Article Economics

Estimating models of complex FDI: Are there third-country effects?

Badi H. Baltagi et al.

JOURNAL OF ECONOMETRICS (2007)

Article Economics

Panel data models with spatially correlated error components

Mudit Kapoor et al.

JOURNAL OF ECONOMETRICS (2007)

Article Economics

HAC estimation in a spatial framework

Harry H. Kelejian et al.

JOURNAL OF ECONOMETRICS (2007)

Article Environmental Studies

Semiparametric filtering of spatial auto correlation: the eigenvector approach

Michael Tiefelsdorf et al.

ENVIRONMENT AND PLANNING A-ECONOMY AND SPACE (2007)

Article Economics

A spatial modelling approach to contagion among emerging economies

Harry H. Kelejian et al.

OPEN ECONOMIES REVIEW (2006)

Article Agricultural Economics & Policy

Generalized moments estimation for spatial panel data: Indonesian rice farming

V Druska et al.

AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS (2004)

Article Economics

Testing panel data regression models with spatial error correlation

BH Baltagi et al.

JOURNAL OF ECONOMETRICS (2003)

Article Environmental Studies

Specification and estimation of spatial panel data models

JP Elhorst

INTERNATIONAL REGIONAL SCIENCE REVIEW (2003)

Article Environmental Studies

Spatial autocorrelation or model misspecification?

DP McMillen

INTERNATIONAL REGIONAL SCIENCE REVIEW (2003)