SpatialEconometrix is a Mathematica package that provides a variety of basic functions used in the analysis and generation of spatially autocorrelated data, as well as spatial regression functions for linear and semi-parametric models.
The package includes the following functions to estimate and generate spatially autocorrelated models:
It also includes the following functions to define and work with spatial lag matrices ('W'):
- SACE1, SAR1, SARX1, SPACE1, SPSARX1
- SpatialMoransITest, SpatialLMErrorTest
- DGPSARX1, DGPNLSARX1, DGPSACE, and so on
It also includes various general-purpose functions:
- RookW, QueenW, BishopW, HexW, RowW, IrregularW
This presentation will introduce some of the basics of spatial econometrics and outline the workings of the SpatialEconometrix package.
- DropBorder, DistancesBetweenPoints, FastLogDet, and so on