[AM9-2] Spatial autoregressive models

A spatial autoregressive (SAR) model describes the prediction of the behaviour of a random process.

External resources

• Anselin, L. 1988. Spatial econometrics: Methods and models. Dordrecht: Kluwer.
  ISBN number: 9789024737352

Learning outcomes

• 287 - Explain Anselins typology of spatial autoregressive models
  Explain Anselins typology of spatial autoregressive models
• 288 - Conduct a spatial econometric analysis to test for spatial dependence in the residuals from least-squares models and spatial autoregressive models
  Conduct a spatial econometric analysis to test for spatial dependence in the residuals from least-squares models and spatial autoregressive models
• 289 - Demonstrate how the parameters of spatial auto-regressive models can be estimated using univariate and bivariate optimization algorithms for maximizing the likelihood function
  Demonstrate how the parameters of spatial auto-regressive models can be estimated using univariate and bivariate optimization algorithms for maximizing the likelihood function
• 290 - Find a best model
  Find a best model
• 291 - Implement a maximum likelihood estimation procedure for determining key spatial econometric parameters
  Implement a maximum likelihood estimation procedure for determining key spatial econometric parameters
• 292 - Apply spatial statistic software e.g., GEODA to create and estimate an autoregressive model
  Apply spatial statistic software e.g., GEODA to create and estimate an autoregressive model

Self assessment

Outgoing relations

• [AM9-2] Spatial autoregressive models subclassof [AM9] Spatial regression and econometrics

Contributors

• Rob Lemmens
  University of Twente, Faculty of Geo-Information Science and Earth Observation (ITC)
  https://research.utwente.nl/en/persons/rob-lemmens