Semiparametric Spatial Autoregressive Models With Endogenous Regressors
With an Application to Crime Data
Bibliographic Data
| ID | 19418664 |
|---|---|
| Authors | Tadao Hoshino (0000-0001-9484-2943, Global Education Center, Waseda University, Shinjuku, 169-8050, Tokyo, Japan (), corresponding author) |
| Year | 2018 |
| Volume | 36 |
| Issue | 1 |
| Pages | 160-172 |
| Publication date | 2018-01-02 |
| Open Access | No |
| Type | ARTICLE |
| Venue | Journal of Business and Economic Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0735-0015 • E-ISSN: 1537-2707 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1080/07350015.2016.1146145 |
| OpenAlex | W2337517868 |
| Language | EN |
| Citations received | 2 |
| References cited | 31 |
This study considers semiparametric spatial autoregressive models that allow for endogenous regressors, as well as the heterogenous effects of these regressors across spatial units. For the model estimation, we propose a semiparametric series generalized method of moments estimator. We establish that the proposed estimator is both consistent and asymptotically normal. As an empirical illustration, we apply the proposed model and method to Tokyo crime data to estimate how the existence of a neighborhood police substation (NPS) affects the household burglary rate. The results indicate that the presence of an NPS helps reduce household burglaries, and that the effects of some variables are heterogenous with respect to residential distribution patterns. Furthermore, we show that using a model that does not adjust for the endogeneity of NPS does not allow us to observe the significant relationship between NPS and the household burglary rate.
Asymptotic distribution · Autoregressive model · Econometrics · Economics · Endogeneity · Estimation · Estimator · Instrumental variable · Semiparametric model · Semiparametric regression · Statistics · Computer Science · Data-Driven Disease Surveillance · Housing Market and Economics · Mathematics · Spatial and Panel Data Analysis
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The effect of land use regulation on housing and land prices
| Citations per year | 0.4 |
|---|---|
| Citation span | 2021 - 2022 (2) |
| Highly cited | No |