{"title":"A nonparametric spatial regression model using partitioning estimators","authors":"Jose Olmo , Marcos Sanso-Navarro","doi":"10.1016/j.ecosta.2023.02.003","DOIUrl":null,"url":null,"abstract":"<div><div><span>Conventional spatial regression models are extended by modelling the spatial effects of the exogenous regressor model (SLX) as a functional coefficient. This coefficient is estimated by partitioning the domain of the spatial variable into a set of disjoint intervals and approximating the function using local Taylor expansions. The </span>asymptotic properties<span> of the proposed partitioning estimator are derived, and pointwise and uniform tests for the presence of spatial effects are developed. An empirical application of this work is used to study environmental Engel curves and provides strong evidence of neighbouring effects in the relationship between households’ income and the amount of pollution embodied in the goods and services they consume.</span></div></div>","PeriodicalId":54125,"journal":{"name":"Econometrics and Statistics","volume":"37 ","pages":"Pages 126-153"},"PeriodicalIF":2.5000,"publicationDate":"2023-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometrics and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S2452306223000102","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 0
Abstract
Conventional spatial regression models are extended by modelling the spatial effects of the exogenous regressor model (SLX) as a functional coefficient. This coefficient is estimated by partitioning the domain of the spatial variable into a set of disjoint intervals and approximating the function using local Taylor expansions. The asymptotic properties of the proposed partitioning estimator are derived, and pointwise and uniform tests for the presence of spatial effects are developed. An empirical application of this work is used to study environmental Engel curves and provides strong evidence of neighbouring effects in the relationship between households’ income and the amount of pollution embodied in the goods and services they consume.
期刊介绍：
Econometrics and Statistics is the official journal of the networks Computational and Financial Econometrics and Computational and Methodological Statistics. It publishes research papers in all aspects of econometrics and statistics and comprises of the two sections Part A: Econometrics and Part B: Statistics.
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