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I propose Robust Rao's Score (RS) test statistic to determine endogeneity of spatial weights matrices in a spatial dynamic panel data (SDPD) model (Qu, Lee, and Yu, 2017). I firstly introduce the bias-corrected score function since the…

Econometrics · Economics 2022-09-14 Jieun Lee

Due to its wide reaching implications for everything from identifying hotspots of income inequality to political redistricting, there is a rich body of literature across the sciences quantifying spatial patterns in socioeconomic data. In…

Physics and Society · Physics 2020-11-18 Alec Kirkley

In this paper, we propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain, assuming that the relationships may exhibit complex…

Methodology · Statistics 2021-09-30 Wennan Chang , Pengtao Dang , Changlin Wan , Xiaoyu Lu , Yue Fang , Tong Zhao , Yong Zang , Bo Li , Chi Zhang , Sha Cao

An explicit optimal linear spatial predictor is derived. The spatial correlations are imposed by means of Gibbs energy functionals with explicit coupling coefficients instead of covariance matrices. The model inference process is based on…

Data Analysis, Statistics and Probability · Physics 2007-05-23 D. T. Hristopulos , S. N. Elogne

Different statistical samples (e.g., from different locations) offer populations and learning systems observations with distinct statistical properties. Samples under (1) 'Unconfounded' growth preserve systems' ability to determine the…

Methodology · Statistics 2025-08-05 Andre F. Ribeiro

As a rule statistical measures are often vulnerable to the presence of outliers and spatial correlation coefficients, critical in the assessment of spatial data, remain susceptible to this inherent flaw. In contexts where data originates…

Methodology · Statistics 2024-02-13 Vincenzo Nardelli , Giuseppe Arbia

When modeling geostatistical or areal data, spatial structure is commonly accommodated via a covariance function for the former and a neighborhood structure for the latter. In both cases the resulting spatial structure is a consequence of…

Methodology · Statistics 2015-04-20 Garritt L. Page , Fernando A. Quintana

In the literature on stochastic frontier models until the early 2000s, the joint consideration of spatial and temporal dimensions was often inadequately addressed, if not completely neglected. However, from an evolutionary economics…

Methodology · Statistics 2024-10-29 Elisa Fusco , Giuseppe Arbia , Francesco Vidoli , Vincenzo Nardelli

Small area estimation models are essential for estimating population characteristics in regions with limited sample sizes, thereby supporting policy decisions, demographic studies, and resource allocation, among other use cases. The spatial…

Machine Learning · Statistics 2025-03-20 Zhenhua Wang , Paul A. Parker , Scott H. Holan

In this paper, we propose a two-step lasso estimation approach to estimate the full spatial weights matrix of spatiotemporal autoregressive models. In addition, we allow for an unknown number of structural breaks in the local means of each…

Computation · Statistics 2022-08-11 Philipp Otto , Rick Steinert

In this paper we propose a semiparametric spatial autoregressive model that combines a linear covariate component with a nonparametrically estimated spatial term, allowing flexible dependence modeling without restrictive covariance…

Methodology · Statistics 2026-04-30 Rodrigo García Arancibia , Pamela Llop , Mariel Lovatto

Residuals in regression models are often spatially correlated. Prominent examples include studies in environmental epidemiology to understand the chronic health effects of pollutants. I consider the effects of residual spatial structure on…

Methodology · Statistics 2010-11-05 Christopher J. Paciorek

Many econometric analyses involve spatio--temporal data. A considerable amount of literature has addressed spatio--temporal models, with Spatial Dynamic Panel Data (SDPD) being widely investigated and applied. In real data applications,…

Methodology · Statistics 2016-07-18 Maria Lucia Parrella

Statistical models used to estimate the spatio-temporal pattern in disease risk from areal unit data represent the risk surface for each time period with known covariates and a set of spatially smooth random effects. The latter act as a…

Applications · Statistics 2016-04-19 Alastair Rushworth , Duncan Lee , Christophe Sarran

The concept of spatial confounding is closely connected to spatial regression, although no general definition has been established. A generally accepted idea of spatial confounding in spatial regression models is the change in fixed effects…

Methodology · Statistics 2022-12-27 A. Urdangarin , T. Goicoa , M. D. Ugarte

This article proposes a spatial dynamic structural equation model for the analysis of housing prices at the State level in the USA. The study contributes to the existing literature by extending the use of dynamic factor models to the…

Applications · Statistics 2013-12-23 Pasquale Valentini , Luigi Ippoliti , Lara Fontanella

We propose employing a high-dimensional generalized method of moments (GMM) estimator, regularized for dimension reduction and subsequently debiased to correct for shrinkage bias (referred to as a debiased-regularized estimator), for…

Econometrics · Economics 2025-07-03 Victor Chernozhukov , Chen Huang , Weining Wang

Forecasting elections -- a challenging, high-stakes problem -- is the subject of much uncertainty, subjectivity, and media scrutiny. To shed light on this process, we develop a method for forecasting elections from the perspective of…

Physics and Society · Physics 2020-09-21 Alexandria Volkening , Daniel F. Linder , Mason A. Porter , Grzegorz A. Rempala

This paper considers a linear panel model with interactive fixed effects and unobserved individual and time heterogeneities that are captured by some latent group structures and an unknown structural break, respectively. To enhance realism…

Econometrics · Economics 2023-08-01 Yiren Wang , Peter C B Phillips , Liangjun Su

Crime events are known to reveal spatio-temporal patterns, which can be used for predictive modeling and subsequent decision support. While the focus has hitherto been placed on areas with high population density, we address the challenging…

Computers and Society · Computer Science 2019-02-12 Cristina Kadar , Rudolf Maculan , Stefan Feuerriegel
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