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作者

来源

REGIONAL SCIENCE AND URBAN ECONOMICS,Vol.64,P.148-161

语言

英文

关键字

Mixture distributions; Spatial heterogeneity; Spatial models; SWITCHING REGRESSIONS; PANEL-DATA; INFERENCE

作者单位

[Cornwall, Gary J.; Parent, Olivier] Univ Cincinnati, Cincinnati, OH 45221 USA. Cornwall, GJ (reprint author), Univ Cincinnati, Cincinnati, OH 45221 USA. E-Mail: cornwagj@mail.uc.edu; parentor@ucmail.uc.edu

摘要

In this paper a mixture distribution model is extended to include spatial dependence of the autoregressive type. The resulting model nests both spatial heterogeneity and spatial dependence as special cases. A data generation process is outlined that incorporates both a finite mixture of normal distributions and spatial dependence. Whether group assignment is completely random by nature or displays some locational "pattern", the proposed spatial-mix estimation procedure is always able to recover the true parameters. As an illustration, a basic hedonic price model is investigated that includes sub-groups of data with heterogeneous coefficients in addition to spatially clustered elements.