• norsk
    • English
  • English 
    • norsk
    • English
  • Login
View Item 
  •   Home
  • Norges Handelshøyskole
  • Department of Economics
  • Discussion papers (SAM)
  • View Item
  •   Home
  • Norges Handelshøyskole
  • Department of Economics
  • Discussion papers (SAM)
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Computing the Jacobian in spatial models : an applied survey

Bivand, Roger S.
Working paper
Thumbnail
View/Open
dp2010-20.pdf (313.8Kb)
URI
http://hdl.handle.net/11250/163240
Date
2010-08
Metadata
Show full item record
Collections
  • Discussion papers (SAM) [586]
Abstract
Despite attempts to get around the Jacobian in fitting spatial econometric

models by using GMM and other approximations, it remains a central problem

for maximum likelihood estimation. In principle, and for smaller data sets,

the use of the eigenvalues of the spatial weights matrix provides a very rapid

and satisfactory resolution. For somewhat larger problems, including those

induced in spatial panel and dyadic (network) problems, solving the eigenproblem

is not as attractive, and a number of alternatives have been proposed.

This paper will survey chosen alternatives, and comment on their relative usefulness.
Publisher
Norwegian School of Economics and Business Administration. Department of Economics
Series
Discussion paper
2010:20

Contact Us | Send Feedback

Privacy policy
DSpace software copyright © 2002-2019  DuraSpace

Service from  Unit
 

 

Browse

ArchiveCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsDocument TypesJournalsThis CollectionBy Issue DateAuthorsTitlesSubjectsDocument TypesJournals

My Account

Login

Statistics

View Usage Statistics

Contact Us | Send Feedback

Privacy policy
DSpace software copyright © 2002-2019  DuraSpace

Service from  Unit