Spatial Durbin Model with Expansion Using Casetti’s Approach: A Case Study for Rainfall Prediction in Java Island, Indonesia
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Robinson, Peter M. & Rossi, Francesca, 2015.
"Refinements in maximum likelihood inference on spatial autocorrelation in panel data,"
Journal of Econometrics, Elsevier, vol. 189(2), pages 447-456.
- Robinson, Peter & Rossi, Francesca, 2015. "Refinements in maximum likelihood inference on spatial autocorrelation in panel data," LSE Research Online Documents on Economics 61432, London School of Economics and Political Science, LSE Library.
- Annisa Nur Falah & Budi Nurani Ruchjana & Atje Setiawan Abdullah & Juli Rejito, 2023. "The Hybrid Modeling of Spatial Autoregressive Exogenous Using Casetti’s Model Approach for the Prediction of Rainfall," Mathematics, MDPI, vol. 11(17), pages 1-21, September.
- Jonathan Jalbert & Christian Genest & Luc Perreault, 2022. "Interpolation of Precipitation Extremes on a Large Domain Toward IDF Curve Construction at Unmonitored Locations," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(3), pages 461-486, September.
- Smirnov, Oleg & Anselin, Luc, 2001. "Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach," Computational Statistics & Data Analysis, Elsevier, vol. 35(3), pages 301-319, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Haoying Wang & Guohui Wu, 2022. "Modeling discrete choices with large fine-scale spatial data: opportunities and challenges," Journal of Geographical Systems, Springer, vol. 24(3), pages 325-351, July.
- Sgrignoli, Paolo & Metulini, Rodolfo & Schiavo, Stefano & Riccaboni, Massimo, 2015.
"The relation between global migration and trade networks,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 417(C), pages 245-260.
- Paolo Sgrignoli & Rodolfo Metulini & Stefano Schiavo & Massimo Riccaboni, 2013. "The Relation Between Global Migration and Trade Networks," Working Papers 6/2013, IMT School for Advanced Studies Lucca, revised Oct 2013.
- Paolo Sgrignoli & Rodolfo Metulini & Stefano Schiavo & Massimo Riccaboni, 2013. "The Relation Between Global Migration and Trade Networks," Papers 1310.3716, arXiv.org, revised Oct 2013.
- Zhang Yuanqing, 2014. "Estimation of Partially Specified Spatial Autoregressive Model," Journal of Systems Science and Information, De Gruyter, vol. 2(3), pages 226-235, June.
- Li, Mengyuan & Yu, Dalei & Bai, Peng, 2013. "A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 568-572.
- Ohtsuka, Yoshihiro & Oga, Takashi & Kakamu, Kazuhiko, 2010. "Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2721-2735, November.
- Lin, Xu & Lee, Lung-fei, 2010. "GMM estimation of spatial autoregressive models with unknown heteroskedasticity," Journal of Econometrics, Elsevier, vol. 157(1), pages 34-52, July.
- James P. LeSage & R. Kelley Pace, 2008. "Spatial Econometric Modeling Of Origin‐Destination Flows," Journal of Regional Science, Wiley Blackwell, vol. 48(5), pages 941-967, December.
- Ling, Shiqing & McAleer, Michael & Tong, Howell, 2015.
"Frontiers in Time Series and Financial Econometrics: An overview,"
Journal of Econometrics, Elsevier, vol. 189(2), pages 245-250.
- Shiqing Ling & Michael McAleer & Howell Tong, 2015. "Frontiers in Time Series and Financial Econometrics: An Overview," Tinbergen Institute Discussion Papers 15-026/III, Tinbergen Institute.
- Shiqing Ling & Michael McAleer & Howell Tong, 2015. "Frontiers in Time Series and Financial Econometrics: An Overview," Documentos de Trabajo del ICAE 2015-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.
- Zhenlin Yang & Liangjun Su, 2007.
"Instrumental Variable Quantile Estimation of Spatial Autoregressive Models,"
Working Papers
05-2007, Singapore Management University, School of Economics.
- Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
- J. Paul Elhorst, 2003. "Specification and Estimation of Spatial Panel Data Models," International Regional Science Review, , vol. 26(3), pages 244-268, July.
- Yueqin Wu & Yan Sun, 2017. "Shrinkage estimation of the linear model with spatial interaction," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(1), pages 51-68, January.
- Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.
- Mynbaev, Kairat T., 2010. "Asymptotic distribution of the OLS estimator for a mixed spatial model," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 733-748, March.
- Zhu, Xuening & Huang, Danyang & Pan, Rui & Wang, Hansheng, 2020. "Multivariate spatial autoregressive model for large scale social networks," Journal of Econometrics, Elsevier, vol. 215(2), pages 591-606.
- Liqian Cai & Tapabrata Maiti, 2020. "Variable selection and estimation for high‐dimensional spatial autoregressive models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(2), pages 587-607, June.
- LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
- Lee, Lung-fei, 2007. "The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 140(1), pages 155-189, September.
- Xiaofeng Zhao & Xianjin Huang & Yibo Liu, 2012. "Spatial Autocorrelation Analysis of Chinese Inter-Provincial Industrial Chemical Oxygen Demand Discharge," IJERPH, MDPI, vol. 9(6), pages 1-14, May.
- Smirnov, Oleg A. & Anselin, Luc E., 2009. "An O(N) parallel method of computing the Log-Jacobian of the variable transformation for models with spatial interaction on a lattice," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2980-2988, June.
More about this item
Keywords
Spatial Durbin Model; expansion; rainfall; knowledge discovery in databases;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:12:y:2024:i:15:p:2304-:d:1441121. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.