Books

Spatial Econometrics for Cross-Sectional Data

Theory, Algorithms, and Programming in R

This book provides an intermediate and advanced treatment of spatial econometrics for cross-sectional data. It combines econometric theory, estimator construction, computational algorithms, and programming in R.

The current manuscript covers spatial data and spatial weights matrices, spatial autoregressive models, asymptotic theory, maximum likelihood estimation, instrumental variables, generalized method of moments, and the implementation of these estimators in R.

Status: Working manuscript under active development.

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