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» Resultado: 2 registros
| Registro 1 de 2 | |
| Autor: | Mur, Jesús - Angulo, Ana |
| Título: | Model selection strategies in a spatial context |
| Fuente: | Documento de Trabajo DTECONZ-ES, n.6. Universidad de Zaragoza. Facultad de Ciencias Económicas y Empresariales |
| Páginas: | 43 p. |
| Año: | 2005 |
| Resumen: | This paper follows on from the discussion of Florax, Folmer and Rey (2003) on the advantages and disadvantages of various specification strategies for econometric models in a spatial setting. Habitual practise has popularised a technique based on the well-known Lagrange Multipliers, which seems to give good results although its basis is entirely ad hoc. In this paper we also contemplate other alternatives which, from a strictly theoretical point of view, seem to be more elaborated. We focus attention on the problem of deciding which model should be specified once the initial one, generally static, presents symptoms of misspecification. There are two alternatives habitually contemplated, the Spatial Lag Model and the Spatial Error Model, which leads us to a classical decision problem. In the final part of the paper we present the results of a Monte Carlo exercise which has enabled us to clear up some doubts, although others still persist. |
| Palabras clave: | ECONOMETRIA | MODELOS ECONOMETRICOS | MODEL SELECTION | SPATIAL ECONOMETRICS | CROSS-SECTIONAL DEPENDENCE | |
| Solicitar por: | HEMEROTECA D + datos de Fuente |
| Registro 2 de 2 | |
| Autor: | Salvador, Manuel - Gargallo, Pilar |
| Título: | Automatic Monitoring and Intervention in Linear Gaussian State-Space Models: a Bayesian Approach |
| Fuente: | Documento de Trabajo DTECONZ-ES, n.5. Universidad de Zaragoza. Facultad de Ciencias Económicas y Empresariales |
| Páginas: | 55 p. |
| Año: | 2003 |
| Palabras clave: | MODELOS | BAYES FACTOR | MONITORING AND INTERVENTION | MODEL COMPARISON | MODEL SELECTION | LINEAR STATE-SPACE MODELS | KALMAN FILTER | |
| Solicitar por: | HEMEROTECA D + datos de Fuente |
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