Dargel, Lukas and Thomas-Agnan, Christine (2022) A generalized framework for estimating spatial econometric interaction models. TSE Working Paper, n. 22-1312

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In the framework of spatial econometric interaction models for origin-destination flows, we develop an estimation method for the case when the list of origins may be distinct from the list of destinations, and when the origin-destination matrix may be sparse. The proposed model resembles a weighted version of the one of LeSage and Pace (2008) and we are able to retain most of the efficiency gains associated with the matrix form estimation, which we illustrate for the maximum likelihood estimator. We also derive computationally feasible tests for the coherence of the estimation results and present an efficient approximation of the conditional expectation of the flows.

Item Type: Monograph (Working Paper)
Language: English
Date: February 2022
Uncontrolled Keywords: spatial econometric interaction models, zero flow problem
JEL Classification: C01 - Econometrics
C21 - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 02 Mar 2022 09:59
Last Modified: 02 Mar 2022 09:59
OAI Identifier: oai:tse-fr.eu:126685
URI: https://publications.ut-capitole.fr/id/eprint/44663
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