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After “Raising the Bar”: applied maximum likelihood estimation of families of models in spatial econometrics

Author

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  • Bivand, Roger

    (Dept. of Economics, Norwegian School of Economics and Business Administration)

Abstract
Elhorst (2010) shows how the recent publication of LeSage and Pace (2009) in his expression “raises the bar” for our fitting of spatial econometrics models. By extending the family of models that deserve attention, Elhorst reveals the need to explore how they might be fitted, and discusses some alternatives. This paper attempts to take up this challenge with respect to implementation in the R spdep package for the maximum likelihood case, using a smaller data set to see whether earlier conclusions would be changed when newer techniques are used, and two larger data sets to examine model fitting issues.

Suggested Citation

  • Bivand, Roger, 2011. "After “Raising the Bar”: applied maximum likelihood estimation of families of models in spatial econometrics," Discussion Paper Series in Economics 22/2011, Norwegian School of Economics, Department of Economics.
    • Handle: RePEc:hhs:nhheco:2011_022
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    More about this item

    Keywords

    Models; Econometrics;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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