Advanced search
Publication Cover
Applied Economics Letters Volume 28, 2021 - Issue 6
Submit an article Journal homepage
305
Views
1
CrossRef citations to date
0
Altmetric
Research Article

Parameter estimation in spatial econometric models with non-random missing data

Hajime Seyaa Graduate School of Engineering Faculty of Engineering, Kobe University, Kobe, JapanCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-5392-7745View further author information
ORCID Icon,
Masashi Tomarib Nippon Koei Co., Ltd, Osaka, JapanView further author information
&
Shohei Unoa Graduate School of Engineering Faculty of Engineering, Kobe University, Kobe, JapanView further author information
Pages 440-446 | Published online: 13 May 2020

References

  • Arbia, G. 2006. Spatial Econometrics. Berlin: Springer.
  • Billé, A. G., and G. Arbia. 2019. “Spatial Limited Dependent Variable Models: A Review Focused on Specification, Estimation, and Health Economics Applications.” Journal of Economic Surveys 33 (5): 1531–1554. doi:10.1111/joes.12333.
  • De Grange, L., D. Boyce, F. González, and J. D. Ortúzar. 2013. “Integration of Spatial Correlation into a Combined Travel Model with Hierarchical Levels.” Spatial Economic Analysis 8 (1): 71–91. doi:10.1080/17421772.2012.754489.
  • Doğan, O., and S. Taşpinar. 2018. “Bayesian Inference in Spatial Sample Selection Models.” Oxford Bulletin of Economics and Statistics 80 (1): 90–121. doi:10.1111/obes.12187.
  • Flores-Lagunes, A., and K. E. Schnier. 2012. “Estimation of Sample Selection Models with Spatial Dependence.” Journal of Applied Econometrics 27 (2): 173–204. doi:10.1002/jae.1189.
  • Geweke, J. 1991. “Efficient Simulation from the Multivariate Normal and Student-t Distributions Subject to Linear Constraints and the Evaluation of Constraint Probabilities.” In Computing Science and Statistics, edited by E. M. Keramidas and S. M. Kaufman, 571–578. Fairfax Station, Virginia: Interface Foundation of North America, Inc.
  • Geweke, J. 1992. “Evaluating the Accuracy of Sampling-based Approaches to the Calculations of Posterior Moments.” In Bayesian Statistics, edited by J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, 641–649. Vol. 4. Oxford: Oxford University Press.
  • Heckman, J. 1976. “The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables, and a Simple Estimator for Such Models.” Annals of Economic and Social Measurement 5: 475–492.
  • Hoshino, T. 2019. “Two-step Estimation of Incomplete Information Social Interaction Models with Sample Selection.” Journal of Business & Economic Statistics 37 (4): 598–612. doi:10.1080/07350015.2017.1394861.
  • Koop, G., D. J. Poirier, and J. L. Tobias. 2007. Bayesian Econometric Methods. Cambridge: Cambridge University Press.
  • LeSage, J. P., and R. K. Pace. 2009. Introduction to Spatial Econometrics. Boca Raton: CRC Press.
  • McMillen, D. P. 1995. “Selection Bias in Spatial Econometric Models.” Journal of Regional Science 35 (3): 417–436. doi:10.1111/j.1467-9787.1995.tb01412.x.
  • Omori, Y. 2007. “Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model.” Statistics & Probability Letters 77 (12): 1300–1311. doi:10.1016/j.spl.2007.03.015.
  • Wang, W., and L. F. Lee. 2013. “Estimation of Spatial Autoregressive Models with Randomly Missing Data in the Dependent Variable.” The Econometrics Journal 16 (1): 73–102. doi:10.1111/j.1368-423X.2012.00388.x.
  • Wiesenfarth, M., and T. Kneib. 2010. “Bayesian Geoadditive Sample Selection Models.” Journal of the Royal Statistical Society: Series C 59 (3): 381–404. doi:10.1111/j.1467-9876.2009.00698.x.
  • Wojtys, M., G. Marra, and R. Radice. 2016. “Copula Regression Spline Sample Selection Models: The R Package SemiParSampleSel.” Journal of Statistical Software 71: 6.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.