Comparing Implementations of Estimation Methods for Spatial Econometrics

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Authors:	Roger Bivand, Gianfranco Piras
Title:	[download] (650)Comparing Implementations of Estimation Methods for Spatial Econometrics
Reference:	Vol. 63, Issue 18, Feb 2015Submitted 2013-05-23, Accepted 2014-10-13
Type:	Article
Abstract:	Recent advances in the implementation of spatial econometrics model estimation techniques have made it desirable to compare results, which should correspond between implementations across software applications for the same data. These model estimation techniques are associated with methods for estimating impacts (emanating effects), which are also presented and compared. This review constitutes an up-to-date comparison of generalized method of moments and maximum likelihood implementations now available. The comparison uses the cross-sectional US county data set provided by Drukker, Prucha, and Raciborski (2013d). The comparisons will be cast in the context of alternatives using the MATLAB Spatial Econometrics toolbox, Stata's user-written sppack commands, Python with PySAL and R packages including spdep, sphet and McSpatial.
Paper:	[download] (650)Comparing Implementations of Estimation Methods for Spatial Econometrics (application/pdf, 595.1 KB)
Supplements:	[download] (63)v63i18-replication.zip: Replication materials (application/zip, 713 KB)
	[download] (55)spdep_0.5-83.tar.gz: R source package (application/x-gzip, 3.1 MB)
	[download] (53)sphet_1.6.tar.gz: R source package (application/x-gzip, 450.9 KB)
	[download] (66)SEtoolbox_local.tar.gz: Modified MATLAB Spatial Econometrics Toolbox (application/x-gzip, 5.8 MB)
Resources:	BibTeX | OAI

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关键词：econometrics Econometric Implementa Estimation implement techniques desirable software between compare