Search Results - "Piras, Gianfranco"

Comparing Implementations of Estimation Methods for Spatial Econometrics by Bivand, Roger, Piras, Gianfranco

“…Recent advances in the implementation of spatial econometrics model estimation techniques have made it desirable to compare results, which should correspond…”
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splm : Spatial Panel Data Models in R by Millo, Giovanni, Piras, Gianfranco

“…splm is an R package for the estimation and testing of various spatial panel data specifications. We consider the implementation of both maximum likelihood and…”
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sphet : Spatial Models with Heteroskedastic Innovations in R by Piras, Gianfranco

“…sphet is a package for estimating and testing spatial models with heteroskedastic innovations. We implement recent generalized moments estimators and…”
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A Review of Software for Spatial Econometrics in R by Bivand, Roger, Millo, Giovanni, Piras, Gianfranco

“…The software for spatial econometrics available in the R system for statistical computing is reviewed. The methods are illustrated in a historical perspective,…”
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An Extension of the J-Test to a Spatial Panel Data Framework by Kelejian, Harry H., Piras, Gianfranco

“…Kelejian (Letters in Spatial and Resources Sciences 2008; 1: 3–11) extended the J-test procedure to a spatial framework. Although his suggested test was…”
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On model specification and parameter space definitions in higher order spatial econometric models by Elhorst, J. Paul, Lacombe, Donald J., Piras, Gianfranco

“…Higher-order spatial econometric models that include more than one weights matrix have seen increasing use in the spatial econometrics literature. There are…”
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An extension of Kelejian's J-test for non-nested spatial models by Kelejian, Harry H., Piras, Gianfranco

“…In 2008 Kelejian extended the J-test procedure to a spatial framework. In that paper he considered a null model which could, but need not, contain spatial lags…”
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GMM Estimators for Binary Spatial Models in R by Piras, Gianfranco, Sarrias, Mauricio

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A deeper look at impacts in spatial Durbin model with sphet by Piras, Gianfranco, Postiglione, Paolo

“…This article focuses on the estimation of the spatial Durbin model and associated relative impacts implemented in the R library sphet. Specifically, the…”
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One or two-step? Evaluating GMM efficiency for spatial binary probit models by Piras, Gianfranco, Sarrias, Mauricio

“…In this article we propose two-step generalized method of moment (GMM) procedure for a Spatial Binary Probit Model. In particular, we propose a series of…”
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Spillover effects in spatial models: Generalizations and extensions by Kelejian, Harry, Piras, Gianfranco

“…In this paper, we consider two different cases of spillover effects: the first is a case where the model does not contain any additional endogenous regressors…”
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A simple test for stability of a spatial model by Kelejian, Harry, Piras, Gianfranco

“…This paper suggests a simple test to check if a spatial model's specifications hold for the entire sample period, that is, to see if the model is stable. Our…”
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Nonlinear regional economic dynamics : continuous-time specification, estimation and stability analysis by PIRAS, Gianfranco, DONAGHY, Kieran P, ARBIA, Giuseppe

“…This paper presents an innovative approach to the study of regional economic dynamics within a nonlinear continuous-time econometric framework--a generalized…”
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Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes by Kelejian, Harry H., Piras, Gianfranco

“…Weighting matrices are typically assumed to be exogenous. However, in many cases this exogeneity assumption may not be reasonable. In these cases, typical…”
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Impact estimates for static spatial panel data models in R by Piras, Gianfranco

“…In the present note we demonstrate how to implement the Lee and Yu (J Econom 154:165–185, 2010 ) procedure for fixed effects spatial panel data models…”
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Recursive Estimation of the Spatial Error Model by Ghiringhelli, Chiara, Piras, Gianfranco, Arbia, Giuseppe, Mira, Antonietta

“…In this paper, we propose a recursive approach to estimate the spatial error model. We compare the suggested methodology with standard estimation procedures…”
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Efficient GMM Estimation of a Cliff and Ord Panel Data Model with Random Effects by Piras, Gianfranco

“…The present paper suggests an estimation procedure for a Cliff and Ord type spatial panel data model with random effects. Building on existing literature, the…”
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Spatial J-test: some Monte Carlo evidence by Piras, Gianfranco, Lozano-Gracia, Nancy

“…Researchers using spatial econometric methods generally assume a known structure for the process being modeled embedded in a spatial weights matrix. The…”
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Important overlooked IVs in spatial models by Kelejian, Harry H., Piras, Gianfranco

“…Spatial models often contain additional endogenous variables as regressors. The complete system determining these variables is typically not known to the…”
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Impact Evaluation of Investments in the Appalachian Region by Sayago-Gomez Juan-Tomás, Piras Gianfranco, Jackson, Randall, Lacombe, Donald

“…We evaluate the impact of a half century of nontransportation Appalachian Regional Commission (ARC) investments on its constituent counties using…”
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