Session 11 - Spatial Linear Regression

10 Abril 2025, 09:30 • Luís Silveira Santos

Partial effects under spatial frameworks. Empirical application using Boston house-price data per town

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Session 10 - Spatial Linear Regression

3 Abril 2025, 09:30 • Luís Silveira Santos

Estimation of linear Spatial models: considering endogenous explanatory variables. Tests for the type of spatial autocorrelation: LM tests, Robust LM tests, KP modification of Moran's I. Partial effects under spatial frameworks: an introduction.

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Session 9 - Spatial Linear Regression

27 Março 2025, 09:30 • Luís Silveira Santos

Estimation of linear Spatial models: maximum likelihood, pseudo maximum likelihood, concentrated maximum likelihood, Spatial 2SLS, Spatial FGLS, KP approach, Lee approach.

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Session 8 - Spatial Linear Regression

20 Março 2025, 09:30 • Luís Silveira Santos

Testing spatial dependence in the residuals: Moran's I test (and the corresponding asymptotic moments). Spatial Linear Model specifications (and topics on their estimation): the General Spatial Linear Model, SLX, Pure Spatial Autoregression, Spatial Lag Model, Spatial Error Model.

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Session 7 - Spatial Linear Regression

13 Março 2025, 09:30 • Luís Silveira Santos

Spatial Econometrics: introduction, motivation, basic concepts, types of spatial dependence. The spatial weighting matrix: definition, weighting schemes, the problem with islands, interpretation of the weights after usual transformations.

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