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[资源] 【分享】Giuseppe Arbia教授-Spatial Econometrics

Giuseppe Arbia教授
Spatial Econometrics
Statistical Foundations and Applications to Regional Convergence
经济地理学和空间统计方法的结合
content：
1 Motivation ................................................................................................................ 3
1.1 Introduction.............................................................................................................3
1.2 Theoretical Economic Models Calling for Spatial EconometricTechniques..................7
1.3 A 􀈕-convergence Analysis of European and Italian Regions.....................................14
1.4 A list of Omitted Topics and an Outline of the Book ................................................27

2 Random Fields and Spatial Models........................................................................... 31
2.1 Introduction...........................................................................................................31
2.2 The Concept of a Random Field ............................................................................33
2.3 Restrictions on Random Fields ..............................................................................43
2.4 Some Special Random Fields .................................................................................49
2.5 Limiting Theorems for Random Fields......................................................................68

3 Likelihood Function for Spatial Samples...................................................................... 73
3.1 Introduction..............................................................................................73
3.2 Some Approximations for the Likelihood of Random Fields ..................76
3.3 Maximum Likelihood Estimation Properties in Spatial Samples.............81
3.4 Tests Based on Likelihood.......................................................................81
3.5 Tests Based on Residual Sums of Squares...............................................84

4 The Linear Regression Model with Spatial Data .................. 85
4.1 Introduction..............................................................................................85
4.2 Specification of a Linear Regression Model............................................85
4.3 Violation of the Hypotheses on the Sampling Model ..............................90
4.4 Violation of the Hypotheses on the Probability Model..........................120

5 Italian and European 􀈕-convergence Models Revisited .... 135
5.1 Introduction............................................................................................135
5.2 A Spatial Econometric Analysis of the Italian Provinces􀈕-convergence Model......135
5.3 A Spatial Econometric Analysis of the European Regions􀁅-convergence Model .....141

6 Looking Ahead: A Review of More Advanced Topicsin Spatial conometrics.... 147
6.1 Introduction............................................................................................147
6.2 Alternative Models.................................................................................148
6.3 Alternative Tests ....................................................................................156
6.4 Alternative Estimation Methods ............................................................159
6.5 Exploratory Tools ..................................................................................162

Appendix: A Review of the Available Software for Spatial Econometric Analysis ..... 163
http://www.divshare.com/download/3527174-ac7

[ Last edited by 极度灵感 on 2008-11-30 at 22:00 ]

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