Recursive Estimation of the Spatial Error Model

Chiara Ghiringhelli, Gianfranco Piras, Giuseppe Arbia, Antonietta Mira

Risultato della ricerca: Contributo in rivistaAbstractpeer review


In this paper, we propose a recursive approach to estimate the spatial error model. We compare the suggested methodology with standard estimation procedures and we report a set of Monte Carlo experiments which show that the recursive approach substantially reduces the computational effort affecting the precision of the estimators within reasonable limits. The proposed technique can prove helpful when applied to real-time streams of geographical data that are becoming increasingly available in the big data era. Finally, we illustrate this methodology using a set of earthquake data.
Lingua originaleEnglish
pagine (da-a)N/A-N/A
Numero di pagine10
RivistaGeographical Analysis
Stato di pubblicazionePubblicato - 2022


  • spatial econometrics


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