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Spatial Econometrics provides a modern, powerful and flexible skillset to early career researchers interested in entering this rapidly expanding discipline. It articulates the principles and current practice of modern spatial econometrics and spatial statistics, combining rigorous depth of presentation with unusual depth of coverage. Introducing and formalizing the principles of, and ‘need’ for, models which define spatial interactions, the book provides a comprehensive framework for almost every major facet of modern science. Subjects covered at length include spatial regression models, weighting matrices, estimation procedures and the complications associated with their use. The work particularly focuses on models of uncertainty and estimation under various complications relating to model specifications, data problems, tests of hypotheses, along with systems and panel data extensions which are covered in exhaustive detail. Extensions discussing pre-test procedures and Bayesian methodologies are provided at length. Throughout, direct applications of spatial models are described in detail, with copious illustrative empirical examples demonstrating how readers might implement spatial analysis in research projects. Designed as a textbook and reference companion, every chapter concludes with a set of questions for formal or self--study. Finally, the book includes extensive supplementing information in a large sample theory in the R programming language that supports early career econometricians interested in the implementation of statistical procedures covered.Combines advanced theoretical foundations with cutting-edge computational developments in RBuilds from solid foundations, to more sophisticated extensions that are intended to jumpstart research careers in spatial econometricsWritten by two of the most accomplished and extensively published econometricians working in the disciplineDescribes fundamental principles intuitively, but without sacrificing rigor Provides empirical illustrations for many spatial methods across diverse fieldEmphasizes a modern treatment of the field using the generalized method of moments (GMM) approachExplores sophisticated modern research methodologies, including pre-test procedures and Bayesian data analysis
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Econometrics - Free Books at EBD ~ Most of this book deals with a static, open input-output model. (6841 views) Spatial Econometrics by James P. LeSage - University of Toledo, 1998 This text provides an introduction to spatial econometrics as well as a set of MATLAB functions that implement a host of spatial econometric estimation methods.
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Spatial Econometrics - Statistical Foundations and ~ From the reviews: "Arbia’s relatively short text contains six chapters devoted to spatial econometrics, and the author indicates it could be used ‘as a textbook for post-graduate introductory course of around 20/30 hours, or as a reference book for post-graduate students engaged in Ph.D. work on quantitative economics (or other social sciences), involving spatial econometric estimation .
Spatial Econometrics by Elhorst, J. Paul (ebook) ~ Spatial Econometrics: From Cross-Sectional Data to Spatial Panels (SpringerBriefs in Regional Science series) by J. Paul Elhorst. This book provides an overview of three generations of spatial econometric models: models based on cross-sectional data, static models based on spatial panels and dynamic spatial panel data models.
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A Primer for Spatial Econometrics: With Applications in R ~ This book aims at meeting the growing demand in the field by introducing the basic spatial econometrics methodologies to a wide variety of researchers. It provides a practical guide that illustrates the potential of spatial econometric modelling, discusses problems and solutions and interprets empirical results.
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An Introduction to Matlab for Econometrics ~ I do not know of any book on MATLAB written specifically for economics. Creel (2008) is a set of lecture notes on econometrics which can be downloaded from the web. This contains examples of quantitative econometric analysis using GNU Octave which has a syntax similar to Matlab (see section 10.1). LeSage (1999) is a free econometrics