The Econometric Analysis of Non-Stationary Spatial Panel Data by Michael Beensto

Description: The Econometric Analysis of Non-Stationary Spatial Panel Data by Michael Beenstock, Daniel Felsenstein Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. Publisher Description This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical valuesfor panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent. The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel. Author Biography Michael Beenstock is the Pinchas Sapir Professor of Economics at the Hebrew University of Jerusalem. He received his Ph.D. from the London School of Economics and Political Science, and was a professor at City University, London from 1981-87. He is a Fellow of the Centre for Economic Policy Research, London. His research interests include applied econometrics, spatial econometrics, world economics, the Israeli economy, energy economics, immigrant absorption, hosung markets and economic inequality. Daniel Felsenstein is a Professor and Chair of the Department of Geography at the Hebrew University of Jerusalem. His fields of interest are economic geography, regional science and spatial econometrics. His research relates to regional disparities, landuse-transportation modeling, urban resilience and local housing markets.. Details ISBN 3030036138 ISBN-13 9783030036133 Title The Econometric Analysis of Non-Stationary Spatial Panel Data Author Michael Beenstock, Daniel Felsenstein Format Hardcover Year 2019 Pages 275 Edition 1st Publisher Springer Nature Switzerland AG GE_Item_ID:140505610; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys

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End Time: 2024-09-29T02:06:41.000Z

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