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GME Estimation of Spatial Structural Equations Models

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Abstract

The objective of this paper is to develop a GME formulation for the class of spatial structural equations models (S-SEM). In this respect, two innovatory aspects are introduced: (i) the formalization of the GME estimation approach for structural equations models that account for spatial heterogeneity and spatial dependence; (ii) the extension of the methodology to a panel data framework. We also present an application of the method to real data finalized to investigate disparities of unemployment rates in OECD countries over the period 1998-2006.

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Authors and Affiliations

  1. University of Bologna, Department of Statistical Sciences, Via Belle Arti, 41, 40126, Bologna, Italy

    Rosa Bernardini Papalia

  2. University of Salento, Salento, Italy

    Enrico Ciavolino

Authors
  1. Rosa Bernardini Papalia
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  2. Enrico Ciavolino
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Correspondence to Rosa Bernardini Papalia.

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Bernardini Papalia, R., Ciavolino, E. GME Estimation of Spatial Structural Equations Models. J Classif 28, 126–141 (2011). https://doi.org/10.1007/s00357-011-9073-0

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  • DOI: https://doi.org/10.1007/s00357-011-9073-0

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