Solution and econometric estimation of spatial dynamic models in continuous space and continuous time

Kieran P. Donaghy
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Kieran P. Donaghy: Department of Urban and Regional Planning, University of Illinois at Urbana-Champaign, 111 Temple Hoyne Buell Hall, 611 East Lorado Taft Drive, Champaign, Illinois 61820, USA (e-mail: donaghy@uiuc.edu)

Journal of Geographical Systems, 2001, vol. 3, issue 3, 257-270

Abstract: Abstract. This paper presents and demonstrates a general approach to solving spatial dynamic models in continuous space and continuous time that characterize the behaviour of intertemporally and interspatially optimizing agents and estimating from discrete data the parameters of such models. The approach involves the use of a projection method to solve the models and a quasi-Newton algorithm to update quasi-FIML parameter estimates.

Keywords: Key words: Spatial dynamics; continuous-time econometrics; JEL classifications: C51; O11; R11 (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:kap:jgeosy:v:3:y:2001:i:3:d:10.1007_pl00011479

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DOI: 10.1007/PL00011479

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