Bayesian Techniques in Spatial and Network Econometrics: 1. Model Comparison and Posterior Odds
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DOI: 10.1068/a270447
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Citations
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Cited by:
- Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
- Marcos Herrera & Jesus Mur & Manuel Ruiz-Marin, 2017. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix," Working Papers 18, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
- LeSage, James P. & Chih, Yao-Yu & Vance, Colin, 2019.
"Markov Chain Monte Carlo estimation of spatial dynamic panel models for large samples,"
Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 107-125.
- LeSage, James P. & Chih, Yao-Yu & Vance, Colin, 2018. "Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples," Ruhr Economic Papers 769, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Seya, Hajime & Yamagata, Yoshiki & Tsutsumi, Morito, 2013. "Automatic selection of a spatial weight matrix in spatial econometrics: Application to a spatial hedonic approach," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 429-444.
- Uwe Blien & Friedrich Graef, 2013. "The ADETON method," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 33(2), pages 135-150, October.
- James Paul LeSage, 2020. "Fast MCMC estimation of multiple W-matrix spatial regression models and Metropolis–Hastings Monte Carlo log-marginal likelihoods," Journal of Geographical Systems, Springer, vol. 22(1), pages 47-75, January.
- Julie Le Gallo, 2000. "Spatial econometrics (1, Spatial autocorrelation) [Econométrie spatiale (1, Autocorrélation spatiale)]," Working Papers hal-01527290, HAL.
- Jesus Mur & Antonio Paez, 2011. "Local weighting or the necessity of flexibility," ERSA conference papers ersa11p942, European Regional Science Association.
- Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011.
"Selecting the W Matrix. Parametric vs Nonparametric Approaches,"
ERSA conference papers
ersa11p1055, European Regional Science Association.
- Mur Lacambra, Jesús & Herrera Gómez, Marcos & Ruiz Marin, Manuel, 2013. "Selecting the W Matrix: Parametric vs. Non Parametric Approaches," MPRA Paper 71181, University Library of Munich, Germany.
- Doğan, Osman & Taşpınar, Süleyman, 2014. "Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach," Regional Science and Urban Economics, Elsevier, vol. 45(C), pages 1-21.
- Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos [Which spatial weighting matrix? An approach for model selection]," MPRA Paper 37585, University Library of Munich, Germany.
- Han, Xiaoyi & Lee, Lung-fei, 2013. "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 250-271.
- An Liu & Henk Folmer & Johan Oud, 2011. "W-based versus latent variables spatial autoregressive models: evidence from Monte Carlo simulations," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(3), pages 619-639, December.
- Han, Xiaoyi & Lee, Lung-fei, 2013. "Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 816-837.
- Osman Doğan, 2015. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, vol. 3(1), pages 1-27, February.
- Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2012. "Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria," MPRA Paper 73700, University Library of Munich, Germany.
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