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Experimental and Empirical Investigations on the Spatial Error Model

Research Project

Project/Area Number 21530199
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Economic statistics
Research InstitutionNagoya University

Principal Investigator

KATO Takafumi  名古屋大学, 環境学研究科, 准教授 (70233799)

Project Period (FY) 2009 – 2011
Project Status Completed (Fiscal Year 2011)
Budget Amount *help
¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Keywords空間自己相関 / 推定精度 / 予測精度
Research Abstract

A regression model is called a spatial error model when spatial autocorrelation is present in the disturbance. A spatial error model is classified into one of two types on the basis of the method of specification of spatial autocorrelation. The first type is defined using a correlation function, which is a device to specify the autocorrelation in a direct manner, whereas the second type is defined using a weight matrix, which is a device to specify it in an indirect manner. The purpose of the present study is to evaluate the performance of spatial error models using experimental and empirical approaches. As errors cannot be assumed to be absent in any specification, choosing a relatively well-performing model is a good policy in order to allow for such errors. Methodological issues are addressed with regard to both estimation and prediction, and some results are presented that support the combined use of the two types of models.

Report

(4 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (4 results)

All 2012

All Journal Article (4 results) (of which Peer Reviewed: 4 results)

  • [Journal Article] Use fulness of the Information Contained in the Prediction Sample for the Spatial Error Model2012

    • Author(s)
      Kato, Takafumi
    • Journal Title

      Journal of Real Estate Finance and Economics

      Volume: (in press)

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Prediction in the Lognormal Regression Model with Spatial Error Dependence2012

    • Author(s)
      Kato, Takafumi
    • Journal Title

      Journal of Housing Economics

      Volume: Vol.21 Pages: 66-76

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Prediction in the Lognormal Regression Model with Spatial Error Dependence2012

    • Author(s)
      Takafumi Kato
    • Journal Title

      Journal of Housing Economics

      Volume: 21 Issue: 1 Pages: 66-76

    • DOI

      10.1016/j.jhe.2012.01.003

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model2012

    • Author(s)
      Takafumi Kato
    • Journal Title

      Journal of Real Estate Finance and Economics

      Volume: (in press) Issue: 1 Pages: 169-195

    • DOI

      10.1007/s11146-011-9345-9

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed

URL: 

Published: 2009-04-01   Modified: 2016-04-21  

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