Compartir
The Econometric Analysis of Non-Stationary Spatial Panel Data (Advances in Spatial Science) (en Inglés)
Michael Beenstock; Daniel Felsenstein (Autor)
·
Springer
· Tapa Dura
The Econometric Analysis of Non-Stationary Spatial Panel Data (Advances in Spatial Science) (en Inglés) - Michael Beenstock; Daniel Felsenstein
$ 149.800
$ 249.670
Ahorras: $ 99.870
Elige la lista en la que quieres agregar tu producto o crea una nueva lista
✓ Producto agregado correctamente a la lista de deseos.
Ir a Mis Listas
Origen: Estados Unidos
(Costos de importación incluídos en el precio)
Se enviará desde nuestra bodega entre el
Jueves 30 de Mayo y el
Martes 11 de Junio.
Lo recibirás en cualquier lugar de Chile entre 1 y 3 días hábiles luego del envío.
Reseña del libro "The Econometric Analysis of Non-Stationary Spatial Panel Data (Advances in Spatial Science) (en Inglés)"
This monograph deals with spatially dependent nonstationary 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 nonstationarity 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.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
Todos los libros de nuestro catálogo son Originales.
El libro está escrito en Inglés.
La encuadernación de esta edición es Tapa Dura.
✓ Producto agregado correctamente al carro, Ir a Pagar.