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Spatio-Temporal weight with simultaneous effect for environmental data

Author

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  • Alessia Naccarato

Abstract

In this work we present space-time models with simultaneous effect in which the relations between phenomenon measured in different sites are not determined on the base of an a priori structure, but are estimated in the model’s estimation procedure. This approach avoids superimposition of a priori space fixed structure so that the spatial weights are not bound at being symmetrical and have not to be constant over time. In this way, spatial weights will then take into account the intensity and the direction of influence that a single station, in a given time including the contemporaneous one, has on the whole spatial system and vice versa. To reduce the increase in the number of parameters a procedure for constrained estimation is presented.

Suggested Citation

  • Alessia Naccarato, 2012. "Spatio-Temporal weight with simultaneous effect for environmental data," Departmental Working Papers of Economics - University 'Roma Tre' 0157, Department of Economics - University Roma Tre.
    • Handle: RePEc:rtr:wpaper:0157
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    Cited by:

    1. Alessia Naccarato & Benassi Federico, 2013. "Administrative boundaries and homogeneus areas with respect to demographic features of resident population in Tuscany," Departmental Working Papers of Economics - University 'Roma Tre' 0184, Department of Economics - University Roma Tre.

    More about this item

    Keywords

    VAR Models; Space-Time Models; Simultaneous Effect; Constrained Maximum Likelihood Estimator;
    All these keywords.

    JEL classification:

    • C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models

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