Spatiotemporal

BAyesian Models

Outline

Basic Econometrics

Spatio-Temporal Models

Bayesian Inference

Gauss - Markov Random Fields

Simulation Techniques: MCMC, Gibbs and Metropolis

Approximation Inference : Inverse Nested Laplace

Stochastic Equations*

Basic Econometrics

'Economic' Problem Definition

Lit Review

Time Series Models/Theory

Spatial Models/Theory

Probability Theory

Bayesian Theory in spatial panel data

Formal Problem: a posteriori distributions

Approximation Theory and Simulation Algorithms

Models ANOVA

Specification of state effects (mean structure)
Homogeneous
Heterogeneous
Fixed Effects
Random Effects

Specification of disturbance time and spatial dependence
SAR, STAR ..

BiblioGraphy

Cressie (1993)

S. Banerjee et al (2003)*

Baltagi and Li (2004)

Finkenstadt, Held (2006)*

Zheng, Zu, Li (2008)

Rue et al (2009)

Bivand, Pebesma, Gómez-Rubio (2013)*
Dubé, Legros (2014) *

EXTREME PROGRAMMING