A spatial latent class model

被引:4
作者
Lee, Jiyon [1 ]
机构
[1] 114-302,Daecheong Ro 116Beon Gil 30, Hanam Si 12954, Gyeonggi Do, South Korea
关键词
Spatial dynamic model; Latent class model; Time-varying spatial weights; EM algorithm;
D O I
10.1016/j.econlet.2017.10.004
中图分类号
F [经济];
学科分类号
02 ;
摘要
This paper applies the latent class approach to underlying spatial dynamic models. Spatial weights are assumed to be time-varying, although the class membership of each unit is fixed over time. The class-specific parameters and class memberships are estimated with EM algorithm. The performance of the proposed model with a finite sample is examined using Monte Carlo simulation. (C) 2017 Elsevier B.V. All rights reserved.
引用
收藏
页码:62 / 68
页数:7
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