TY - JOUR
T1 - Nonparametric estimation of the spatial connectivity matrix using spatial panel data
AU - Beenstock, Michael
AU - Felsenstein, Daniel
PY - 2012/10
Y1 - 2012/10
N2 - We use moments from the covariance matrix for spatial panel data to estimate the parameters of the spatial autoregression model, including the spatial connectivity matrix W. In the unrestricted spatial autoregression model, the parameters are underidentified by one when W is symmetric. We show that a special case exists in which W is asymmetric and its parameters are exactly identified. If the panel data are stationary and ergodic, spatially and temporally, the estimates of W and the spatial autoregression coefficients are consistent. Spatial panel data for house prices in Israel are used to illustrate this methodology.
AB - We use moments from the covariance matrix for spatial panel data to estimate the parameters of the spatial autoregression model, including the spatial connectivity matrix W. In the unrestricted spatial autoregression model, the parameters are underidentified by one when W is symmetric. We show that a special case exists in which W is asymmetric and its parameters are exactly identified. If the panel data are stationary and ergodic, spatially and temporally, the estimates of W and the spatial autoregression coefficients are consistent. Spatial panel data for house prices in Israel are used to illustrate this methodology.
UR - http://www.scopus.com/inward/record.url?scp=84867053710&partnerID=8YFLogxK
U2 - 10.1111/j.1538-4632.2012.00851.x
DO - 10.1111/j.1538-4632.2012.00851.x
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AN - SCOPUS:84867053710
SN - 0016-7363
VL - 44
SP - 386
EP - 397
JO - Geographical Analysis
JF - Geographical Analysis
IS - 4
ER -