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Functional SAR models: With application to spatial econometrics

Lookup NU author(s): Professor Emilio Porcu

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Abstract

© 2018 Elsevier B.V. Simultaneous autoregressive (SAR) models have been extensively used for the analysis of spatial data in areas as diverse as demography, economy and geography. These are linear models with a scalar response, scalar explanatory variables and autoregressive errors. In this work we extend this modeling approach from scalar to functional covariates. Least squares and maximum likelihood are used as estimation methods of the parameters. A simulation study is considered for evaluating the performance of the proposed methodology. As an illustration, the model is used to establish the relationship between unsatisfied basic needs and curves of gross domestic product obtained in 32 departments of Colombia (districts of the country).

Publication metadata

Author(s): Pineda-Rios W, Giraldo R, Porcu E

Publication type: Article

Publication status: Published

Journal: Spatial Statistics

Year: 2019

Volume: 29

Pages: 145-159

Print publication date: 01/03/2019

Online publication date: 19/12/2018

Acceptance date: 11/12/2018

ISSN (print): 2211-6753

Publisher: Elsevier B.V.

URL: https://doi.org/10.1016/j.spasta.2018.12.002

DOI: 10.1016/j.spasta.2018.12.002

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