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Department of Economics, Norwegian School of Economics (NHH) Discussion Paper Series in Economics, Department of Economics, Norwegian School of Economics (NHH)

No 22/2011:
After “Raising the Bar”: applied maximum likelihood estimation of families of models in spatial econometrics.

Roger Bivand ()

Abstract: Elhorst (2010) shows how the recent publication of LeSage and Pace (2009) in his expression “raises the bar” for our fitting of spatial econometrics models. By extending the family of models that deserve attention, Elhorst reveals the need to explore how they might be fitted, and discusses some alternatives. This paper attempts to take up this challenge with respect to implementation in the R spdep package for the maximum likelihood case, using a smaller data set to see whether earlier conclusions would be changed when newer techniques are used, and two larger data sets to examine model fitting issues.

Keywords: Models; Econometrics; (follow links to similar papers)

JEL-Codes: C13; C21; C87; (follow links to similar papers)

19 pages, October 15, 2011

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