Martellosio, Federico (2009): Some correlation properties of spatial autoregressions.
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Abstract
This paper investigates how the correlations implied by a firstorder simultaneous autoregressive (SAR(1)) process are affected by the weights matrix and the autocorrelation parameter. An interpretation of the covariance structure of the process is provided, based on the walks connecting the spatial units. The interpretation serves to explain a number of correlation properties of SAR(1) processes, and clarifies why in practical applications it is difficult, or even impossible, to use SAR(1) processes to impose some desired correlation properties on a given data set.
Item Type:  MPRA Paper 

Original Title:  Some correlation properties of spatial autoregressions 
Language:  English 
Keywords:  simultaneous autoregressions; spatial autocorrelation; spatial weights matrices; walks in graphs. 
Subjects:  C  Mathematical and Quantitative Methods > C5  Econometric Modeling > C50  General C  Mathematical and Quantitative Methods > C2  Single Equation Models ; Single Variables > C21  CrossSectional Models ; Spatial Models ; Treatment Effect Models ; Quantile Regressions 
Item ID:  17254 
Depositing User:  Federico Martellosio 
Date Deposited:  11 Sep 2009 09:52 
Last Modified:  30 Sep 2019 14:55 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/17254 
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Some correlation properties of spatial autoregressions. (deposited 05 Feb 2009 03:21)
 Some correlation properties of spatial autoregressions. (deposited 11 Sep 2009 09:52) [Currently Displayed]