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(Article of periodic en Anglais - 2013)

Document title

Using synthetic variables in instrumental variable estimation of spatial series models

Authors(s) and Affiliation(s)

LE GALLO J. (1) ; PÁEZ A. (2) ;
(1) CRESE, Université de Franche-Comté, Besançon, FRANCE
(2) School of Geography and Earth Sciences, McMaster Univ., Hamilton, CANADA

Abstract

This paper explores the use of synthetic variables in IV estimation when the analysis is of spatial data series. It considers two situations of interest: first, the case where there are no clear candidates for instrumentation and the instruments are comprised of purely synthetic variables; second, the case when there are substantive but weak instruments that can be enhanced by the addition of synthetic variables. The approach proposed is illustrated with an empirical example

Source

Article of periodic

published at : Environment & planning A / ISSN 0308-518X

Editor : Pion, London - ROYAUME-UNI (1974)

Millesime : 2013, vol. 45, no9 [pp. 2227-2242]

Bibliographic references : 2 p.

Collation : 3 fig., 4 tabl.

Language

Anglais

INIST-CNRS, Cote INIST : 15583 A

Digital Object Identifier

Go to electronic document thanks to its DOI : doi:10.1068/a45443

Tous droits réservés © Prodig - Bibliographie Géographique Internationale (BGI), 2013
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