Testing the hypothesis of stability in spatial econometric models
AbstractThe objective of this paper is to advance in the discussion of the topic of heterogeneity in a spatial econometric model. The proposal is not a novelty as there is a great deal of experience accumulated on the same subject. What differentiates this work is that we use a broad notion of the term heterogeneity, in association with different symptoms of stability in the elements of the equation. That is, we deal with problems ("i") in the coefficients of regression, ("ii") in the variance of the random term and ("iii") in the mechanisms of spatial dependence. With this purpose, we develop several tests through which we tackle the problem of heterogeneity from various perspectives. We assess their performance through a Monte Carlo experiment. Copyright (c) 2009 the author(s). Journal compilation (c) 2009 RSAI.
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Bibliographic InfoArticle provided by Wiley Blackwell in its journal Papers in Regional Science.
Volume (Year): 88 (2009)
Issue (Month): 2 (06)
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