Selected Challenges from Spatial Statistics for Spatial Econometricians

Daniel A. Griffith

doi:10.2478/v10103-012-0027-5

Authors

Daniel A. Griffith University of Texas at Dallas

DOI:

https://doi.org/10.2478/v10103-012-0027-5

Abstract

Griffith and Paelinck (2011) present selected non-standard spatial statistics and spatial econometrics topics that address issues associated with spatial econometric methodology. This paper addresses the following challenges posed by spatial autocorrelation alluded to and/or derived from the spatial statistics topics of this book: the Gaussian random variable Jacobian term for massive datasets; topological features of georeferenced data; eigenvector spatial filtering-based georeferenced data generating mechanisms; and, interpreting random effects.

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