Bayesian Estimation of A Distance Functional Weight Matrix Model

Kazuhiko Kakamu ()
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Kazuhiko Kakamu: Department of Economics & Finance, Institute for Advanced Studies

Economics Bulletin, 2005, vol. 3, issue 57, 1-6

Abstract: This paper considers the distance functional weight matrix in spatial autoregressive and spatial error models from a Bayesian point of view. We considered the Markov chain Monte Carlo methods to estimate the parameters of the models. Our approach is illustrated with simulated data set.

Keywords: Distance; functional; Weight; matrix (search for similar items in EconPapers)
JEL-codes: C1 C2 (search for similar items in EconPapers)
Date: 2005-12-27
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Citations: View citations in EconPapers (2)

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