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The examination of pecan price differences using spatial correlation estimation
(Taylor and Francis Group, 2005)
A spatial analysis is used to model factors that explain the price received by pecan growers. Besides the statistical aspect of the study focussing on spatial utoregressive residuals, the economic analysis of the paper ...
Regime changes in sub-prime margins under the US housing bubble
(Routledge Taylor and Francis Group, 2009)
Risk-based pricing is an alignment of loan risk pricing with expected loan risk – charging a higher interest rate for higher risk (Yezer, 2002). This article shows systematic relaxation of risk pricing for sub-prime loans ...
Statistical analysis of municipal bond ratings under spatial correlation
(Taylor and Francis Group, 2006)
Este estudio utiliza un modelo logit espacial para evaluar el efecto estadístico de las condiciones de las comunidades en las calificaciones de los bonos municipales. Se encuentra que los ingresos privados (no agrícolas) ...
Modelling firm heterogeneity with spatial ‘trends’
(Taylor and Francis Group, 2004)
The hypothesis underlying this article is that firm heterogeneity can be captured by spatial characteristics of the firm (similar to the inclusion of a time trend in time series models). The hypothesis is examined in the ...
A mean squared error estimator of market size in hedonic price analysis
(Taylor and Francis Group, 2005)
This paper presents a spatial kernel estimator that allows coefficients and market size to be estimated at the observation of interest. In economic terms, the bandwidth length of the spatial kernel estimator captures the ...
The impact of flood hazards on local employment
(Taylor and Francis Group, 2007)
In a spatial model of aggregate municipal employment, this article shows statistically that floods disrupt employment in municipalities. Flood events decrease local employment on average by 3.4%. Employment levels, however, ...
A varying coefficient approach to global flexibility in demand analysis: a semiparametric approximation
(American Agricultural Economics Association, 2005-02)
To reduce dimensionality issues, this article derives a globally flexible demand system that can be estimated non-parametrically with a specially devised temporal kernel. Statistical and economic results from a meat demand ...
Note rate modifications and subprime default rates
(Routledge Taylor and Francis Group, 2009)
An important instrument to mitigate credit losses is modification of note rates of distressed borrowers. From a logistic model of early default, this article inferred the note rate impact on loan default probabilities, ...
A note on commodity price aggregation bias without separability
(Taylor and Francis Group, 2006)
This study identifies sources of price aggregation bias when separability restrictions do not apply. It shows that even though the assumption of the generalized composite commodity theorem guarantees aggregate integrability, ...
Spatial modeling in technology adoption decisions: the case of shuttle train elevators
(American Agricultural Economics Association, 2005-11)
This article empirically models a strategic game of technology adoption of shuttle train grain elevators with information on location of the firm and its competitors. A spatial econometric model illustrates the role of ...