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Table of Contents
Intro; Acknowledgements; Contents; Chapter 1: Space and Time are Inextricably Interwoven; 1.1 Introduction; 1.2 Spatial Econometrics; 1.3 Time and Space; 1.4 Methodological Solipsism; 1.5 The Chapters Ahead; 1.6 Overview; References; Chapter 2: Time Series for Spatial Econometricians; 2.1 Introduction: Spurious and Nonsense Regressions; 2.2 The Functional Central Limit and Continuous Mapping Theorems; 2.3 Univariate Unit Root Tests; 2.4 Panel Unit Root Test; 2.5 Cointegration (OLS); 2.6 Cointegration Methodologies; 2.7 Panel Cointegration; 2.8 Structural Vector Autoregressions
2.9 Causality, Exogeneity and Predictability2.10 Cointegration, Causality and Identification; 2.11 Autoregressive Conditional Heteroscedasticity (ARCH); References; Chapter 3: Spatial Data Analysis and Econometrics; 3.1 Introduction; 3.2 The Nature of Spatial Data; 3.3 Spatial Connectivity; 3.4 The Spatial Lag Model; 3.5 Spatial Autocorrelation; 3.6 Spatial Heterogeneity; 3.7 Modifiable Areal Unit Problem (MAUP); 3.8 Spatial Filtering; 3.9 Spatial Panel Data; References; Chapter 4: The Spatial Connectivity Matrix; 4.1 Introduction; 4.2 Methodology; 4.3 Empirical Application; References
Chapter 5: Unit Root and Cointegration Tests in Spatial Cross-Section Data5.1 Introduction; 5.2 Data Generating Processes; 5.3 Spatial Impulse Responses; 5.4 Spatial Unit Root Tests; 5.5 Spatial Cointegration Tests; References; Chapter 6: Spatial Vector Autoregressions; 6.1 Introduction; 6.2 SpVAR Theory; 6.3 Econometric Issues; 6.3.1 Data; 6.4 Results; References; Chapter 7: Unit Root and Cointegration Tests for Spatially Dependent Panel Data; 7.1 Introduction; 7.2 Unit Roots; 7.3 Spatial Panel Cointegration; 7.4 Spatial Error Correction; 7.5 Identification; 7.6 Confidence Intervals
10.3 Regional Investment Policy and Foreign Direct Investment10.4 Strong and Weak Cross-Section Dependence in the SGE Residuals; References
2.9 Causality, Exogeneity and Predictability2.10 Cointegration, Causality and Identification; 2.11 Autoregressive Conditional Heteroscedasticity (ARCH); References; Chapter 3: Spatial Data Analysis and Econometrics; 3.1 Introduction; 3.2 The Nature of Spatial Data; 3.3 Spatial Connectivity; 3.4 The Spatial Lag Model; 3.5 Spatial Autocorrelation; 3.6 Spatial Heterogeneity; 3.7 Modifiable Areal Unit Problem (MAUP); 3.8 Spatial Filtering; 3.9 Spatial Panel Data; References; Chapter 4: The Spatial Connectivity Matrix; 4.1 Introduction; 4.2 Methodology; 4.3 Empirical Application; References
Chapter 5: Unit Root and Cointegration Tests in Spatial Cross-Section Data5.1 Introduction; 5.2 Data Generating Processes; 5.3 Spatial Impulse Responses; 5.4 Spatial Unit Root Tests; 5.5 Spatial Cointegration Tests; References; Chapter 6: Spatial Vector Autoregressions; 6.1 Introduction; 6.2 SpVAR Theory; 6.3 Econometric Issues; 6.3.1 Data; 6.4 Results; References; Chapter 7: Unit Root and Cointegration Tests for Spatially Dependent Panel Data; 7.1 Introduction; 7.2 Unit Roots; 7.3 Spatial Panel Cointegration; 7.4 Spatial Error Correction; 7.5 Identification; 7.6 Confidence Intervals
10.3 Regional Investment Policy and Foreign Direct Investment10.4 Strong and Weak Cross-Section Dependence in the SGE Residuals; References