Spatial weights matrix selection and model averaging for spatial autoregressive models
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DOI: 10.1016/j.jeconom.2017.05.021
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More about this item
Keywords
Model averaging; Model selection; Spatial autoregressive; Spatial econometrics;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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