Sparse spatial autoregressions

Kelley Pace and Ronald Barry

Statistics & Probability Letters, 1997, vol. 33, issue 3, 291-297

Abstract: Given local spatial error dependence, one can construct sparse spatial weight matrices. As an illustration of the power of such sparse structures, we computed a simultaneous autoregression using 20 640 observations in under 19 min despite needing to compute a 20 640 by 20 640 determinant 10 times.

Keywords: Spatial; autoregression; SAR; Sparse; matrices (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (47)

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