04332nam 22006375 450 991033768090332120220614163316.03-030-03614-610.1007/978-3-030-03614-0(CKB)4930000000042010(MiAaPQ)EBC5742502(DE-He213)978-3-030-03614-0(EXLCZ)99493000000004201020190327d2019 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierThe Econometric Analysis of Non-Stationary Spatial Panel Data /by Michael Beenstock, Daniel Felsenstein1st ed. 2019.Cham :Springer International Publishing :Imprint: Springer,2019.1 online resource (280 pages)Advances in Spatial Science, The Regional Science Series,1430-96023-030-03613-8 Includes bibliographical references.1 Space and Time are Inextricably Interwoven -- 2 Time Series for Spatial Econometricians -- 3 Spatial Data Analysis and Econometrics -- 4 The Spatial Conectivity Matrix -- 5 Unit Root and Cointegration Tests in Spatial Cross-Section Data -- 6 Spatial Vector Autoregressions -- 7 Unit Root and Cointegration Tests for Spatially Dependent Panel Data -- 8 Cointegration in Non-Stationary Panel Data -- 9 Spatial Vector Error Correction -- 10 Strong and Weak Cross-Section Dependence in Non-Stationary Spatial Panel Data. .This monograph deals with spatially dependent non-stationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial non-stationarity in spatial cross-section data, and a full exposition of non stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical values for panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent. The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel. .Advances in Spatial Science, The Regional Science Series,1430-9602EconometricsRegional economicsSpatial economicsStatistics Econometricshttps://scigraph.springernature.com/ontologies/product-market-codes/W29010Regional/Spatial Sciencehttps://scigraph.springernature.com/ontologies/product-market-codes/W49000Statistics for Business, Management, Economics, Finance, Insurancehttps://scigraph.springernature.com/ontologies/product-market-codes/S17010EconometriathubAnàlisi de sèries temporalsthubLlibres electrònicsthubEconometrics.Regional economics.Spatial economics.Statistics .Econometrics.Regional/Spatial Science.Statistics for Business, Management, Economics, Finance, Insurance.EconometriaAnàlisi de sèries temporals330.015195519.55Beenstock Michaelauthttp://id.loc.gov/vocabulary/relators/aut122913Felsenstein Danielauthttp://id.loc.gov/vocabulary/relators/autBOOK9910337680903321The Econometric Analysis of Non-Stationary Spatial Panel Data2232924UNINA