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Bayesian estimator for the Poisson or Negative Binomial spatial interaction model with optional spatial effects. Based on the mixture MCMC methods from the bayesf MATLAB package.

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Bayesian-spatial-interaction

Bayesian estimator for the Poisson or Negative Binomial spatial interaction model with optional spatial effects. Based on the mixture MCMC methods from the bayesf MATLAB package.

The file mixturemcmc.R is a direct implementation of the estimator in Frühwirth-Schnatter S. et. al (2009) Improved auxiliary mixture sampling for hierarchical models of non-Gaussian data. Statistics and Computing. 19(4), p 479-492 https://link.springer.com/article/10.1007/s11222-008-9109-4

The file mixturemcmc_fx_fdi.R estimates also origin- and destionation-specific spatial effects. For a detailed description of the algorithm, see the Krisztin T. and Piribauer P. (2021) Modelling European regional FDI flows using a Bayesian spatial Poisson interaction model. The Annals of Regional Science, 67, p 593–616 http://link.springer.com/article/10.1007/s00168-021-01058-x

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Bayesian estimator for the Poisson or Negative Binomial spatial interaction model with optional spatial effects. Based on the mixture MCMC methods from the bayesf MATLAB package.

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