Advances in Econometrics, Volume 18: Spatial and Spatiotemporal Econometrics

Editors: James P. LeSage (U Toledo), R. Kelley Pace (LSU)

DOI 10.1016/S0731-9053(2004)18 Publication date: 30 December 2004 Series copyright holder: Emerald Publishing Limited ISBN 978-0-76231-148-4 eISBN 978-1-84950-301-3 Book series ISSN 0731-9053

• Introduction, James P. LeSage and R. Kelley Pace.

PART I: MAXIMUM LIKELIHOOD METHODS

• Testing for Linear and Log-Linear Models Against Box-Cox Alternatives with Spatial Lag Dependence, Badi H. Baltagi and Dong Li.
• Spatial Lags and Spatial Errors Revisited: Some Monte Carlo Evidence, Robin Dubin.

PART II: BAYESIAN METHODS

• Bayesian Model Choice in Spatial Econometrics, Leslie W. Hepple.
• A Bayesian Probit Model with Spatial Dependencies, Tony E. Smith and James P. LeSage.

PART III: ALTERNATIVE ESTIMATION METHODS

• Instrumental Variable Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances: Large and Small Sample Results, Harry H. Kelejian, Ingmar R. Prucha, and Yevgeny Yuzefovich.
• Generalized Maximum Entropy Estimation of a First Order Spatial Autoregressive Model, Thomas L. Marsh and Ron C. Mittelhammer.

PART IV: NONPARAMETRIC METHODS

• Employment Subcenters and Home Price Appreciation Rates in Metropolitan Chicago, Daniel P. McMillen.
• Searching for Housing Submarkets Using Mixtures of Linear Models, M.D. Ugarte, T. Gopicoa, and A.F. Militino.

PART V: SPATIOTEMPORAL METHODS

• Spatio-Temporal Autoregressive Models for U.S. Unemployment Rate, Xavier de Luna and Marc G. Genton.
• A Learning Rule for Inferring Local Distributions Over Space and Time, Stephen M. Stohs and Jeffrey T. LaFrance.