The econometric estimation and testing of DARP models |
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| Authors: | Emilio Casetti Ayse Can |
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| Institution: | (1) Department of Geography, Ohio State University, Columbus, OH 43210, USA, US;(2) Department of Economics, Odense University, DK-5230 Odense, Denmark, DK;(3) Fannie Mae Foundation, 4000 Wisconsin Avenue NW, Washington, DC 20016-2804, USA (e-mail: aysecan@fanniemaefoundation.org), US |
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| Abstract: | DARP, acronym for Drift Analysis of Regression Parameters, originated as a heuristic technique for the investigation of parametric
drift in any arbitrary `expansion space', geographic or otherwise. DARP was intended as an exploratory tool useful to aid
with the formal specification of parametric drift. In this paper, the DARP technique is reformulated in terms of `DARP models',
and the estimation and testing of these models by GLS, FGLS, and ML are discussed. The ML estimation of a spatial DARP model
is demonstrated using empirical data.
Received: 4 March 1998/Accepted: 23 December 1998 |
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| Keywords: | : Darp models expansion method parametric drift heteroskedasticity |
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