The econometric estimation and testing of DARP models

Emilio Casetti and Ayse Can
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Emilio Casetti: Department of Geography, Ohio State University, Columbus, OH 43210, USA
Ayse Can: Fannie Mae Foundation, 4000 Wisconsin Avenue NW, Washington, DC 20016-2804, USA (e-mail: aysecan@fanniemaefoundation.org)

Journal of Geographical Systems, 1999, vol. 1, issue 2, 106 pages

Abstract: Abstract. DARP, acronym for Drift Analysis of Regression Parameters, originated as a heuristic technique for the investigation of parametric drift in any arbitrary `expansion space', geographic or otherwise. DARP was intended as an exploratory tool useful to aid with the formal specification of parametric drift. In this paper, the DARP technique is reformulated in terms of `DARP models', and the estimation and testing of these models by GLS, FGLS, and ML are discussed. The ML estimation of a spatial DARP model is demonstrated using empirical data.

Keywords: Key words: Darp models; expansion method; parametric drift; heteroskedasticity; JEL classification: C12; C13; C51; C52 (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s101090050007

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