A study on geographically weighted spatial autoregression models with spatial autoregressive disturbances |
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Authors: | Xiaozhi Peng Hecheng Wu |
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Institution: | 1. College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing, China;2. Business School of Jinling Institute of Technology, Nanjing, China |
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Abstract: | AbstractSpatial heterogeneity and correlation are both considered in the geographical weighted spatial autoregressive model. At present, this kind of model has aroused the attention of some scholars. For the estimation of the model, the existing research is based on the assumption that the error terms are independent and identically distributed. In this article we use a computationally simple procedure for estimating the model with spatially autoregressive disturbance terms, both the estimates of constant coefficients and variable coefficients are obtained. Finally, we give the large sample properties of the estimators under some ordinary conditions. In addition, application study of the estimation methods involved will be further explored in a separate study. |
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Keywords: | Mixed geographically weighted regression spatial autoregressive two stage least squares large sample properties |
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