• Title/Summary/Keyword: Spatial Panel Regression

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Asymptotic Properties of the Disturbance Variance Estimator in a Spatial Panel Data Regression Model with a Measurement Error Component

  • Lee, Jae-Jun
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.349-356
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    • 2010
  • The ordinary least squares based estimator of the disturbance variance in a regression model for spatial panel data is shown to be asymptotically unbiased and weakly consistent in the context of SAR(1), SMA(1) and SARMA(1,1)-disturbances when there is measurement error in the regressor matrix.

A Study on Road Transport Network And Economy effect in Korea: Application of SNA and Spatial Panel Regression (국내 지역별 도로운송네트워크가 지역경제에 미치는 영향: SNA 및 공간패널회귀모형의 적용)

  • Jin-Ho Oh;Jae-Seon Ahn;Zhen Wu
    • Korea Trade Review
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    • v.47 no.2
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    • pp.175-193
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    • 2022
  • This study analyzes the effects of road transportation networks on the local economy in korea. The analysis methods are SNA and spatial panel regression model. The subjects of this study are inland areas of Korea, and the research period is from 2010 to 2019. The network analysis showed that the connection centrality of Gyeongg-do was high internally and externally. Gyeonggi-do has played a central role in the domestic road freight transportation industry. The results of spatial panel regression analysis showed that there was economic competition between regions. Domestic road transportation industry has been competitive among regions and has economic ripple effect. And Internal cargo has been shown to boost the economy of the region. But internal cargo has been shown to lower the economy of surrounding regions, but external cargo has been shown to increase the economy. In order to revitalize the local economy, it is necessary to increase road cargo.

Analysis of Determinants of Civilian City Gas Demand Considering Spatial Correlation (공간적 상관성을 고려한 민수용 도시가스 수요결정 요인 분석)

  • Eunbi Park;DooHwan Won
    • Environmental and Resource Economics Review
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    • v.33 no.1
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    • pp.59-86
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    • 2024
  • Recently, research on city gas demand is increasing by reflecting the characteristics of each region. The similarity of the social structure of the adjacent region and the density of the supply infrastructure induce spatial correlation with the clustering that has a microscopic relationship between regions. Accordingly, as a result of analyzing the spatial correlation after dividing the demand for city gas for civilian use into a total of 54 regions based on the jurisdiction of 34 city gas companies, it was confirmed that there was a positive spatial correlation from a global and local perspective. In this study, the demand for city gas for civilian use for 54 regions from January 2014 to December 2022 was composed of panel data, and the spatial panel regression analysis and the general panel regression analysis were compared, and it was found that the spatial error model (SEM) was the most suitable model. This presents policy and practical implications by confirming that the demand for city gas for civilian use in one region has a significant relationship with the adjacent region.

Onion yield estimation using spatial panel regression model (공간 패널 회귀모형을 이용한 양파 생산량 추정)

  • Choi, Sungchun;Baek, Jangsun
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.873-885
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    • 2016
  • Onions are grown in a few specific regions of Korea that depend on the climate and the regional characteristic of the production area. Therefore, when onion yields are to be estimated, it is reasonable to use a statistical model in which both the climate and the region are considered simultaneously. In this paper, using a spatial panel regression model, we predicted onion yields with the different weather conditions of the regions. We used the spatial auto regressive (SAR) model that reflects the spatial lag, and panel data of several climate variables for 13 main onion production areas from 2006 to 2015. The spatial weight matrix was considered for the model by the threshold value method and the nearest neighbor method, respectively. Autocorrelation was detected to be significant for the best fitted model using the nearest neighbor method. The random effects model was chosen by the Hausman test, and the significant climate variables of the model were the cumulative duration time of sunshine (January), the average relative humidity (April), the average minimum temperature (June), and the cumulative precipitation (November).

A spatial panel regression model for household final consumption expenditure based on KTX effects (공간패널모형을 이용한 KTX 개통이 지역소비에 미친 영향 분석)

  • Na, Young;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1147-1154
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    • 2016
  • Impact of Korea train express (KTX) on the regional economy in Korea has been studied by many researchers. Current research is limited in the lack of quantitative research using a statistical model to study the effect of KTX on regional economy. This paper analyses the influence of KTX to the household final consumption expenditure, which is one of important regional economic index, using spatial panel regression model. The spatial structure is introduced through spatial autocorrelation matrix using adjacency of KTX connection. The result shows a significant effect of Korea train express on the regional economy.

A Study on Manufacturing Aggregation And Carbon Emission Intensity: Application of Spatial Panel Regression (국내 제조업 집적이 탄소 배출 강도에 미치는 영향: 공간패널회귀모형의 적용)

  • Zhen Wu;Hyun-Chung Kim
    • Korea Trade Review
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    • v.47 no.3
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    • pp.157-175
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    • 2022
  • This study calculates agglomeration indices of manufacturing specialization and diversification in different regions of South Korea. Two types of agglomeration indices are introduced into the spatial durbin model (SDM) to analyzes the effects of manufacturing agglomeration in Korea on CO2 emission intensity. The subjects of this study are 17 regions of South Korea , and the research period is from 2013 to 2019. This study also uses partial differential to analyze the direct and spillover effect of specialization and diversification agglomeration on CO2 emission intensity. From the perspective of direct effect, the results reveal that specialization agglomeration is an important factor contributing to Korea's CO2 emissions. However, diversification agglomeration has an obvious CO2 emission reduction effect. From the perspective of spillover effect, this study finds that specialization agglomeration in one region can also contribute to CO2 emissions in nearby regions. However, the development of diversification agglomeration in one region can have CO2 emission reduction spillover effect on neighboring regions.

An Analysis of Impact of Urbanization on Income Inequality in Korea: Considering Serial Correlations, Spatial Dependence and Common Factor Effect (우리나라 소득불평등에 도시화가 미치는 영향 분석: 지니계수의 시차 자기상관, 공간의존성, 공통요인 효과를 고려하여)

  • So-youn Kim;Suyeol Ryu
    • Journal of the Economic Geographical Society of Korea
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    • v.26 no.3
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    • pp.310-323
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    • 2023
  • Urbanization and income distribution issues are global interest, and the results of studies on the impact of urbanization on income inequality are different for each country and period. This study analyzes the impact of urbanization on income inequality using regional data from 2000-2021. In particular, serial correlation, spatial dependence, and common factor effects of the Gini coefficient are confirmed and analyzed through a dynamic spatial panel regression model. As a result, urbanization has a positive effect on reducing income inequality. Therefore, it is necessary to continuously promote regional urbanization to improve the income distribution problem. Areas with already high urbanization rates should reduce income inequality by narrowing the wage gap by expanding training opportunities for low-skilled workers, and need to come up with measures to prevent counter-urbanization.

Benefits and Spillover Effects of Infrastructure: A Spatial Econometric Approach

  • Kim, Kijin;Lee, Junkyu;Albis, Manuel Leonard;Ang, Ricardo III B.
    • East Asian Economic Review
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    • v.25 no.1
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    • pp.3-31
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    • 2021
  • This paper estimates the effects of transport (road and rail) & energy and ICT infrastructure (telephone, mobile, and broadband) on GDP growths in neighboring countries as well as own countries. We confirm positive direct contributions of infrastructure, access to Internet, and human capital on economic growth. The spatial panel regression models indicate that there exist positive externalities of the broadband infrastructure and human capital, and these results are robust regardless of the choice of spatial weight matrices. Our findings on spillover effects of infrastructure suggest the key role of neighboring countries' infrastructure on own country's economic growth.

Statistical Model Analysis of Urban Spatial Structures and Greenhouse Gas (GHG) - Air Pollution (AP) Integrated Emissions in Seoul (서울시 도시공간구조와 온실가스-대기오염 통합 배출량의 통계모형분석)

  • Jung, Jaehyung;Kwon, O-Yul
    • Journal of Environmental Science International
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    • v.24 no.3
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    • pp.303-316
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    • 2015
  • The relationship between urban spatial structures and GHG-AP integrated emissions was investigated by statistically analyzing those from 25 administrative districts of Seoul. Urban spatial structures, of which data were obtained from Seoul statistics yearbook, were classified into five categories of city development, residence, environment, traffic and economy. They were further classified into 10 components of local area, population, number of households, residential area, forest area, park area, registered vehicles, road area, number of businesses and total local taxes. GHG-AP integrated emissions were estimated based on IPCC(intergovernmental panel on climate change) 2006 guidelines, guideline for government greenhouse inventories, EPA AP-42(compilation of air pollutant emission factors) and preliminary studies. The result of statistical analysis indicated that GHG-AP integrated emissions were significantly correlated with urban spatial structures. The correlation analysis results showed that registered vehicles for GHG (r=0.803, p<0.01), forest area for AP (r=0.996, p<0.01), and park area for AP (r=0.889, p<0.01) were highly significant. From the factor analysis, three groups such as city and traffic categories, economy category and environment category were identified to be the governing factors controlling GHG-AP emissions. The multiple regression analysis also represented that the most influencing factors on GHG-AP emissions were categories of traffic and environment. 25 administrative districts of Seoul were clustered into six groups, of which each has similar characteristics of urban spatial structures and GHG-AP integrated emissions.

Application of Generalized Maximum Entropy Estimator to the Two-way Nested Error Component Model with III-Posed Data

  • Cheon, Soo-Young
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.659-667
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    • 2009
  • Recently Song and Cheon (2006) and Cheon and Lim (2009) developed the generalized maximum entropy(GME) estimator to solve ill-posed problems for the regression coefficients in the simple panel model. The models discussed consider the individual and a spatial autoregressive disturbance effects. However, in many application in economics the data may contain nested groupings. This paper considers a two-way error component model with nested groupings for the ill-posed data and proposes the GME estimator of the unknown parameters. The performance of this estimator is compared with the existing methods on the simulated dataset. The results indicate that the GME method performs the best in estimating the unknown parameters in terms of its quality when the data are ill-posed.