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Instability in spatial error models: an application to the hypothesis of convergence in the European case

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  • Jesús Mur

    ()

  • Fernando López

    ()

  • Ana Angulo

    ()

Abstract

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Bibliographic Info

Article provided by Springer in its journal Journal of Geographical Systems.

Volume (Year): 12 (2010)
Issue (Month): 3 (September)
Pages: 259-280

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Handle: RePEc:kap:jgeosy:v:12:y:2010:i:3:p:259-280

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Web page: http://www.springerlink.com/link.asp?id=103079

Related research

Keywords: Spatial dependence; Spatial instability; Monte Carlo; Regional convergence; C21; C50; R15;

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References

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  1. Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121.
  2. Enrique López-Bazo & Esther Vayá & Manuel Artís, 2004. "Regional Externalities And Growth: Evidence From European Regions," Journal of Regional Science, Wiley Blackwell, vol. 44(1), pages 43-73.
  3. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-94, September.
  4. ERTUR, Cem & KOCH, Wilfried, 2005. "Growth, Technological Interdependence and Spatial Externalities: Theory and Evidence," LEG - Document de travail - Economie 2005-03, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
  5. Durlauf, Steven N. & Johnson, Paul A. & Temple, Jonathan R.W., 2005. "Growth Econometrics," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 8, pages 555-677 Elsevier.
  6. Ertur, Cem & Le Gallo, Julie & LeSage, James P., 2007. "Local versus Global Convergence in Europe: A Bayesian Spatial Econometric Approach," The Review of Regional Studies, Southern Regional Science Association, vol. 37(1), pages 82-108.
  7. Olivier Parent & Stéphane Riou, 2005. "Bayesian Analysis of Knowledge Spillovers in European Regions," Journal of Regional Science, Wiley Blackwell, vol. 45(4), pages 747-775.
  8. Fernando LOPEZ & Ana ANGULO & Jesús MUR, 2009. "Maps Of Continuous Spatial Dependence," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 30, pages 11-34.
  9. Jes�s Mur & Ana Angulo, 2006. "The Spatial Durbin Model and the Common Factor Tests," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(2), pages 207-226.
  10. Rietveld, Piet & Wintershoven, Patrick, 1997. "Border effects and spatial autocorrelation in the supply of network infrastructure," Serie Research Memoranda 0030, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  11. Maria Abreu & Henri L.F. de Groot & Raymond J.G.M. Florax, 2004. "Space and Growth," Tinbergen Institute Discussion Papers 04-129/3, Tinbergen Institute.
  12. Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February.
  13. Peter Egger & Michael Pfaffermayr, 2006. "Spatial convergence," Papers in Regional Science, Wiley Blackwell, vol. 85(2), pages 199-215, 06.
  14. Quah, Danny, 1996. "Regional Convergence Clusters Across Europe," CEPR Discussion Papers 1286, C.E.P.R. Discussion Papers.
  15. Jes�s Mur & Fernando López & Ana Angulo, 2009. "Testing the hypothesis of stability in spatial econometric models," Papers in Regional Science, Wiley Blackwell, vol. 88(2), pages 409-444, 06.
  16. Quah, Danny T., 1996. "Regional convergence clusters across Europe," European Economic Review, Elsevier, vol. 40(3-5), pages 951-958, April.
  17. Durlauf,S.N. & Kourtellos,A. & Minkin,A., 2000. "The local Solow growth model," Working papers 21, Wisconsin Madison - Social Systems.
  18. Sergio J. Rey & Mark V. Janikas, 2005. "Regional convergence, inequality, and space," Journal of Economic Geography, Oxford University Press, vol. 5(2), pages 155-176, April.
  19. Bernard Fingleton & Enrique López-Bazo, 2006. "Empirical growth models with spatial effects," Papers in Regional Science, Wiley Blackwell, vol. 85(2), pages 177-198, 06.
  20. C Brunsdon & A S Fotheringham & M Charlton, 1998. "Spatial nonstationarity and autoregressive models," Environment and Planning A, Pion Ltd, London, vol. 30(6), pages 957-973, June.
  21. Costas Megir & Danny Quah, 1996. "Regional Convergence Clusters Across Europe," CEP Discussion Papers dp0274, Centre for Economic Performance, LSE.
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Citations

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Cited by:
  1. López-Hernández, Fernando A., 2013. "Second-order polynomial spatial error model. Global and local spatial dependence in unemployment in Andalusia," Economic Modelling, Elsevier, vol. 33(C), pages 270-279.
  2. Manfred M. Fischer & James P. LeSage, 2013. "A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe," ERSA conference papers ersa13p39, European Regional Science Association.
  3. Maza, Adolfo & Hierro, María & Villaverde, José, 2012. "Income distribution dynamics across European regions: Re-examining the role of space," Economic Modelling, Elsevier, vol. 29(6), pages 2632-2640.

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