Spatial Econometric Analysis Using GAUSS

Prof. Kuan-Pin Lin
Portland State University
Portland, Oregon 97207, USA

Course Syllabus

Course Topics

• Introduction to Spatial Econometric Analysis
  • Nonparametric Treatment of Spatial Dependence
  • Parametric Representation of Spatial Dependence
• Using GAUSS
  • GAUSS Basic
  • GAUSS Programming
  • Using GPE2
• Spatial Weights Matrix
  • Spatial Contiguity Weights Matrix
  • Distance-Based Spatial Weights Matrix
• Spatial Linear Econometric Models: Introduction
  • Spatial Exogenous Variable Models
  • Spatial Autoregressive Models
  • Spatial Error Component Models
• Hypothesis Testing of Spatial Dependence
  • Test for Spatial Heterogeneity
  • Test for Spatial Autocorrelation
• Spatial Econometric Model Estimation: Spatial Lag Model
  • Least Squares: OLS, IV/2SLS
  • Generalized Method of Moments: GMM
  • Quasi-Maximum Likelihood: QML
• Spatial Econometric Model Estimation: Spatial Error Model
  • Generalized Method of Moments: GMM
  • Quasi-Maximum Likelihood: QML
• Spatial Econometric Model Estimation: Spatial Lag and Error Model
  • Generalized Least Squares and Generalized Method of Moments: GLS/GMM
  • Quasi-Maximum Likelihood: QML
• Spatial Model Extensions and Applications
  • Spatial Geographically Weighted Regression
  • Spatial Limited Dependent Variable Models
  • Spatial Prediction
• Panel Data Analysis: A Review
  • Fixed Effects Model: Hypothesis Testing and Model Estimation
  • Random Effects Model: Hypothesis Testing and Model Estimation
• Spatial Panel Data Analysis I
  • Model Representation
  • Hypothesis Testing
• Spatial Panel Data Analysis II
  • Model Estimation: Maximum Likelihood
  • Model Estimation: GLS/GMM

Texts and References

Software and Manual

• GAUSS 10.0 for Windows Student Version, Aptech Systems, 2010. Academic and professional versions of GAUSS for Windows are also available from Aptech.
• GPE2 (GAUSS Programming for Econometricians and Financial Analysts) for GAUSS, included in Computational Econometrics. Free download of GPE2 for GAUSS and GAUSS Light are available here for registered students only.

Homework

1. Construct and explain the U.S. spatial contiguity matrix for 48 states and 3109 counties, respectively.
2. Read Ertur and Kosh (Journal of Applied Econometrics, 2006). Duplicate their empirical results as close as possible.