T his model i s in 232 ito modelo autoregressivo er at

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Unformatted text preview: l ri cs t i ng model sp enitfioduictn nhtat Snatolal es conomet dep endence i n t he di ss of t he model, y = X β + u, u = ρW u + ε, whi ch we r efer t o as t he Facilmente é possível mostrar que esta combinação equivale ao SDM. Spat ial aut or egr essiv e r egr ession mo dels lor & Francis Group, LLC oted in Chapt er 1, t he spat i al aut or egr essi ve st r uct ur e can be combi ned ESTIMAÇÃO DE MODELOS ESPACIAIS convent i onal r egr essi on model t o pr oduce a spat i al ext ensi on of t he r egression model t hat we have l ab eled t he SAR model. T his model i s in ( 2.32) , • itO modelo autoregressivo er at ing pr ocess in (2.33)usualmente w h t he implied dat a gen consiste no o PGD, mais . estimado em Econometria espacial: y = ρW y + α ι n + X β + ε (2.32) y = ( I n − ρW ) − 1 ( α ι n + X β ) + ( I n − ρW ) − 1 ε ε ∼ N (0, σ2 I n ) (2.33) i s model , t he par amet er s t o be est i mat ed ar e t he usual r egr essi on paNeste modelo estima-se os seguintes parâmetros: α, β, σ e ρ. rs α , β , σ and t he addi t i onal paramet er ρ. Spat i al l ags ar e a hal l mar k i al regressi on model s, and t hese can be used t o provi de ext ended ver• Este modelo é denominado SAR e sua extensão para inserir variáveis f t he SAR model. Weconsistelr eamodelo Durbin (SDM). omitidas have a no dy seen one such ext ension, t he spat ial M odel ( SDM ) whi ch ar ose fr om our omi t t ed var i abl es mot i vat i on. odel includes spatial lags of t he explanat or y var iables as well as t he ent 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 del nincludeslSARhowdel.of (t2.34) e l ongor y tseen s nesocih telld as t he , t he spat ial he explanat w h i t bles as w e T hi m t de i s ial lag sio s of ohe spats mo n si n We hav aalr eadyi var iao as suc a ext ension nt in a e T hi model s s essvrariinbl.3.5) .el s( SDM ) iwhhown riose2.3o) alour wmht ties avaoici atled mot i vat i on. Du b (2M od i ch a n ( f r 4m ong o i t i t d ssr ab es er at ing pr ocess in (2.35) . T his model includes spati...
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