Bayesian Estimation of Limited Dependent Variable Spatial Autoregressive Models

2000/01/01 by James P. LeSage · 1 citation
Economics, Econometrics and Finance · #Spatial and Panel Data Analysis #Economic and Environmental Valuation #Regional Economics and Spatial Analysis

paper · pdf · doi:10.1111/j.1538-4632.2000.tb00413.x

Abstract

A Gibbs sampling (Markov chain Monte Carlo) method for estimating spatial autoregressive limited dependent variable models is presented. The method can accommodate data sets containing spatial outliers and general forms of non‐constant variance. It is argued that there are several advantages to the method proposed here relative to that proposed and illustrated in McMillen (1992) for spatial probit models.

Citations

• PROBIT WITH SPATIAL AUTOCORRELATION

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• Partially Linear Spatial Probit Models

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