Spatial Econometric Models: A Bayesian Approach

Q3 Mathematics

Revista Colombiana De Estadistica Pub Date : 2022-07-14 DOI:10.15446/rce.v45n2.92390

Edilberto Cepeda Cuervo, Jorge Armando Sicacha

引用次数: 0

Abstract

In this paper we propose Bayesian methods to fit econometric regression models, including those where the variability is assumed to follow a regression structure. We formulate the main functions of the statistical R-package BSPADATA, developed according to the proposed methods to obtain posteriori parameter inferences. After that, we include results of simulated studies to illustrate the use of this package and the performance of the proposed methods. Finally, we provide studies to illustrate the applications of the models and compare our results with that obtained by maximum likelihood.

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空间计量经济学模型：贝叶斯方法

在本文中，我们提出贝叶斯方法拟合计量经济回归模型，包括那些变异性被假设遵循回归结构。我们制定了统计r包BSPADATA的主要功能，根据提出的方法开发获得后验参数推断。之后，我们包括模拟研究的结果，以说明该软件包的使用和所提出的方法的性能。最后，我们提供了一些研究来说明模型的应用，并将我们的结果与最大似然法的结果进行了比较。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Revista Colombiana De Estadistica STATISTICS & PROBABILITY-

CiteScore

1.20

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： The Colombian Journal of Statistics publishes original articles of theoretical, methodological and educational kind in any branch of Statistics. Purely theoretical papers should include illustration of the techniques presented with real data or at least simulation experiments in order to verify the usefulness of the contents presented. Informative articles of high quality methodologies or statistical techniques applied in different fields of knowledge are also considered. Only articles in English language are considered for publication. The Editorial Committee assumes that the works submitted for evaluation have not been previously published and are not being given simultaneously for publication elsewhere, and will not be without prior consent of the Committee, unless, as a result of the assessment, decides not publish in the journal. It is further assumed that when the authors deliver a document for publication in the Colombian Journal of Statistics, they know the above conditions and agree with them.