1.

Record Nr.

UNINA9910903793203321

Autore

Arbia Giuseppe

Titolo

A Primer for Spatial Econometrics : With Applications in R, STATA and Python

Pubbl/distr/stampa

Cham : , : Springer International Publishing AG, , 2024

©2024

ISBN

3-031-57182-7

Edizione

[2nd ed.]

Descrizione fisica

1 online resource (250 pages)

Collana

Palgrave Texts in Econometrics Series

Soggetti

Econometric models

Econometrics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

Foreword to the First Edition  -- Preface to the Second Edition -- Preface and Acknowledgments to the First Edition -- Contents -- List of Figures -- 1 The Classical Linear Regression Model --   1.1 The Basic Linear Regression Model --   1.2 Non-sphericity of the Disturbances --   1.3 Endogeneity --   1.4 Computer Codes --     1.4.1 Running a Regression with R --     1.4.2 Running a Regression with STATA --     1.4.3 Running a Regression with Python --   References -- 2 Some Important Spatial Definitions --   2.1 The Spatial Weight Matrix W and the Definition of Spatial Lag --   2.2 Testing Spatial Autocorrelation Among OLS Residuals Without an Explicit Alternative Hypothesis --   2.3 Computer Codes: R --     2.3.1 Creating and Managing W Matrices --     2.3.2 Calculating Moran’s I Spatial Correlation --     2.3.3 Some Useful Spatial R Databases --   2.4 Computer Codes: STATA --     2.4.1 Creating and Managing W Matrices --     2.4.2 Calculating Moran’s I Spatial Correlation --     2.4.3 Some Useful Databases to Be Used in STATA --   2.5 Computer Codes: Python --     2.5.1 Creating and Managing W Matrices --     2.5.2 Calculating Moran’s I Spatial Correlation --     2.5.3 Some Useful PySAL Databases --   References

Sommario/riassunto

This second edition of 'A Primer for Spatial Econometrics with Applications in R, STATA, and Python' by Giuseppe Arbia offers an updated and comprehensive introduction to spatial econometrics, a



dynamic and evolving field. The book expands on the theoretical and practical aspects of spatial econometric models, including linear, non-linear, and Bayesian approaches. It introduces new topics such as the spatial Durbin and Tobit models and updates its content with modern software tools, incorporating R, STATA, and Python to cater to a broader audience. The text is designed for researchers and students in econometrics and related fields, providing practical examples and tutorials to facilitate the application of spatial econometrics techniques across various disciplines.