After “Raising the Bar”: applied maximum likelihood estimation of families of models in spatial econometrics

Roger Bivand

No 22/2011, Discussion Paper Series in Economics from Norwegian School of Economics, Department of Economics

Abstract: Elhorst (2010) shows how the recent publication of LeSage and Pace (2009) in his expression “raises the bar” for our fitting of spatial econometrics models. By extending the family of models that deserve attention, Elhorst reveals the need to explore how they might be fitted, and discusses some alternatives. This paper attempts to take up this challenge with respect to implementation in the R spdep package for the maximum likelihood case, using a smaller data set to see whether earlier conclusions would be changed when newer techniques are used, and two larger data sets to examine model fitting issues.

Keywords: Models; Econometrics (search for similar items in EconPapers)
JEL-codes: C13 C21 C87 (search for similar items in EconPapers)
Pages: 19 pages
Date: 2011-10-15
New Economics Papers: this item is included in nep-ure
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