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Some estimation methods of spatial panel data models / (Record no. 81996)

MARC details
000 -LEADER
fixed length control field 03511cam a2200337 a 4500
003 - CONTROL NUMBER IDENTIFIER
control field EG-GiCUC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250223032811.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 210905s2021 ua d f m 000 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency EG-GiCUC
Language of cataloging eng
Transcribing agency EG-GiCUC
041 0# - LANGUAGE CODE
Language code of text/sound track or separate title eng
049 ## - LOCAL HOLDINGS (OCLC)
Holding library Deposite
097 ## - Thesis Degree
Thesis Level M.Sc
099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC)
Classification number Cai01.18.04.M.Sc.2021.Oh.S
100 0# - MAIN ENTRY--PERSONAL NAME
Personal name Ohood Abdelwahab Mohammed Shalaby
245 10 - TITLE STATEMENT
Title Some estimation methods of spatial panel data models /
Statement of responsibility, etc. Ohood Abdelwahab Mohammed Shalaby ; Supervised Ahmed Hassen Youssef , Mohamed Reda Abonazel
246 15 - VARYING FORM OF TITLE
Title proper/short title بعض طرق التقدير لنماذج البيانات الإطارية المكانية
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Cairo :
Name of publisher, distributor, etc. Ohood Abdelwahab Mohammed Shalaby,
Date of publication, distribution, etc. 2021
300 ## - PHYSICAL DESCRIPTION
Extent 156 Leaves :
Other physical details charts ;
Dimensions 30cm
502 ## - DISSERTATION NOTE
Dissertation note Thesis (M.Sc.) - Cairo University - Faculty of Graduate Studies for Statistical Research - Department Statistics and Econometrics
520 ## - SUMMARY, ETC.
Summary, etc. The spatial analysis aims to understand and explore the nature of entanglements and interactions between spatial units{u2019} locations. The analysis of models involving spatial dependence has received great attention in recent decades. Because ignoring the presence of spatial dependence in the data is very likely to lead to biased or inefficient estimates if we use traditional estimation methods. When spatial dependence exists in the data, then this may be an additional source of variation. As we know, ignoring the source of variation can lead to biased estimates, and the traditional estimators are no longer efficient due to changes in asymptotic variance-covariance matrices (VCMs).Therefore, alternative estimation methods had to be developed to take into account spatial dependence to obtain more accurate results. Recently, researchers go to introducing this approach in panel data models to take the advantages provided by these models.Therefore, this thesis is an attempt to assess the risks involved in ignoring the spatial dependence in panel data modeling by using a Monte Carlo simulation (MCS) study to compare the performance of two estimators; i.e., spatial maximum likelihood estimator (MLE) and non-spatial ordinary least squares (OLS) within-group estimator for two spatial panel data (SPD) models; Spatial lag model (SLM) and spatial error model (SEM), by using three spatial weights matrices; inverse distance, Gaussian transformation, and inverse exponential distance matrices. Then, we provide a general framework that shows how to define the appropriate model from among several candidate models through application to data of per capita personal income (PCPI) in U.S. states from 2009 to 2019, concerning three main aspects; educational attainment, economy size, and labor force type.The results of our simulation study show that the non-spatial estimator gives us biased and inefficient estimates for the parameters of covariates, and has a negative effect on the goodness of fit criteria, for both models, especially if the spatial dependence degree is large. In addition, our empirical study confirms that PCPI is spatially dependent lagged correlated
530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE
Additional physical form available note Issued also as CD
653 #4 - INDEX TERM--UNCONTROLLED
Uncontrolled term Monte Carlo simulation (MCS)
653 #4 - INDEX TERM--UNCONTROLLED
Uncontrolled term Spatial panel data models
653 #4 - INDEX TERM--UNCONTROLLED
Uncontrolled term Variance-covariance matrices (VCMs)
700 0# - ADDED ENTRY--PERSONAL NAME
Personal name Ahmed Hassen Youssef ,
Relator term
700 0# - ADDED ENTRY--PERSONAL NAME
Personal name Mohamed Reda Abonazel ,
Relator term
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://172.23.153.220/th.pdf">http://172.23.153.220/th.pdf</a>
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN)
Cataloger Nazla
Reviser Revisor
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN)
Cataloger Shimaa
Reviser Cataloger
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Thesis
Holdings
Source of classification or shelving scheme Not for loan Home library Current library Date acquired Full call number Barcode Date last seen Koha item type Copy number
Dewey Decimal Classification   المكتبة المركزبة الجديدة - جامعة القاهرة قاعة الرسائل الجامعية - الدور الاول 11.02.2024 Cai01.18.04.M.Sc.2021.Oh.S 01010110084096000 22.09.2023 Thesis  
Dewey Decimal Classification   المكتبة المركزبة الجديدة - جامعة القاهرة مخـــزن الرســائل الجـــامعية - البدروم 11.02.2024 Cai01.18.04.M.Sc.2021.Oh.S 01020110084096000 22.09.2023 CD - Rom 84096.CD