Some estimation methods of spatial panel data models / (Record no. 81996)
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000 -LEADER | |
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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 |
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 |
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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 |