This paper develops double/debiased machine learning inference for low-dimensional SAR parameters when the spatial interaction operator is learned flexibly from potentially endogenous characteristics.
Simulating spatial patterns with varying levels of spatial autocorrelation is essential for evaluating models, estimators, and diagnostics. The spatial autoregressive (SAR) process is widely used for this purpose, but its main parameter affects both spatial autocorrelation and spatial heterogeneity. Only the former is...
Wei Kang, L. Wolf· The annals of regional scien...· 0 citations
A regression-based reparameterization of the multivariate CAR (MCAR) model is introduced that preserves conjugacy and admits simple truncated full conditionals for enforcing the restriction, substantially reducing the number of parameters to estimate while maintaining computational efficiency.
A spatial autoregressive modeling framework, which maps observations at a location and its neighbors to independent random variables, and applies this model to analyze annual maximum precipitation data from ERA‐Interim‐driven Weather Research and Forecasting simulations, allowing it to explore its spatial extreme behav...
Sweta Rai, Doug Nychka, S. Bandyopadhyay· Environmetrics· 2 citations
We develop a Dynamic Spatial Panel Bayesian Additive Regression Trees model with Horseshoe shrinkage (DSP-BART-HS) for high-dimensional spatio-temporal panel data. We jointly evaluate the model against a comprehensive suite of structural spatial econometrics, non-parametric machine learning methods, and small-area esti...
Hammed A. Olayinka, Saheed O. Olayemi· 0 citations
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