36 or o l se t ial er se m ho n i pat iao er r ospao

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Unformatted text preview: al lags of t he explanat or y var iables as well as t he dependent var i abl e. T hi s model i s shown i n ( 2.34) al ong wi t h i t s associ at ed ρW gener at ρ+ y + α ι nWinXγ + ε . ι W p o+ (2.34) (2.34) β+ ) dat a y + yα=ningX rβ cess +X (2.35W X γ + ε ( I n − ρy =) − I1n( − ι ρW ) − 1 βα+n W X γ + W X γ + ε) W ( α n + X ( ι + X β + ε) ( 2.35) ( 2.35) N (0, σ2ε n ) N (0, σ2=n ) W y + α ι n + X β + W X γ + ε I∼ yI ρ (2.34) − n i l s uss t o t i a l cg dtep Iefl ee ρce )n 1 ( ecn i+ t he di ce pr o +spr en e t X β n u b n e ε y ( 2.35) n − Wi ataalol age spar efll eat s=o(rendctndepentdhα ιdi snur ba+stWrXaγcce s,) ocess, ads t l t he r mo modelom(0, ag wM),ns(pode i n ( 2.36) or o l (SE • t ial er (SE M), σho ) n i pat iao er r ospaO delε r∼ Ndedels2 Ienspacialhown )também. ser empregado para captar a 2.36 . dependência espacial nos resíduos (SEM), neste caso: We can al so use spat i al l ags t o r efl ect dependence i n t he di st ur bance pr ocess, y = αι + X β + u (2.36) which l eads t o ι n +spaβial ner r or model (SE M), shown i n 62.36) . y = α t he X t + u (2.3( ) u = ρW u + ε u = ρW u + ∼ N (0, σ2 I ) εε n ε ∼ N (0, σ2 I n ) y = αι n + X β + u (2.36) er member of t he fami l y of spat i al r egr essi on model s i s one we l abel u = ρW u + ε k t he for l y o s 37t w r ee he o a r i oW1 ma ne w l ab e oifnghte famim i n f( 2.pa) ,i al hergrtessimnt mx del s i syobe seteequal lt o W2 . ∼ N h σ2 denominada r ia ) • Outro membro ε in família é dep del cont ainswpatrialt depmat r idesta bot(0,tb eI set equal tt oaSAC. Nesta modelagem a i n ( 2.37) , she e he endenceW1 may he n enden v W2ble and x . dependência espacial encontra-se em ambos: variáveis dependentes e ur bances. spat iatlhdep endenceoint he t amihe of spat i al r evaessible mnd el s i s one we l abel Ano er member f b of h t l y dep endent gr r ia on a od explicativas. Esta formulação foi proposta por Anselin e Bera (1998), SA C, t ak i ng t he for m i n ( 2.37) , wher e t he mat r i x W1 may be set equal t o W2 . neste caso, emprega-se um modelo de dep...
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This note was uploaded on 05/01/2013 for the course ECONOMIA 001 taught by Professor Farinha during the Fall '10 term at Universidade de Lisboa.

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