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Three Essays In Spatial Econometrics

Koch, Matthias (2012) Three Essays In Spatial Econometrics. Doctoral thesis, WU Vienna University of Economics and Business.

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Abstract

In the last 20 years spatial econometric models, methods and techniques have been applied to a great variety of empirical problems. The essence of a spatial econometric model is the incorporation of a spatial autoregressive lag, which is scaled by the so called spatial autocorrelation parameter. From a mathematical perspective introducing a spatial autoregressive term into the linear regression model yields a system of equations, which may or may not be solvable for the dependent variable. Furthermore even if the system of equations is solvable, the dependent variable may be diverging if the number of observations approaches infinity. One can show that the solvability and boundedness of the dependent variable in spatial autoregessive models are crucially dependent on the (pre-) specified parameter space of the spatial autocorrelation parameter. Since almost all theoretical work in spatial econometrics assumes both model properties, the validity of spatial econometric methods and techniques is also crucially dependent on the (pre-) specified parameter space. (author's abstract)

Item Type: Thesis (Doctoral)
Keywords: Ökonometrie / Räumliche Statistik / Schätzung
Classification Codes: RVK QH 233, QH 320
Divisions: Departments > Sozioökonomie > Wirtschaftsgeographie und Geoinformatik > Fischer
Depositing User: Matthias Koch
Date Deposited: 13 Jan 2014 11:27
Last Modified: 01 Dec 2014 03:54
URI: http://epub.wu.ac.at/id/eprint/4056

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