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Modelos de regresión espacio-temporales en la estimación de la renta municipal: el caso de la Región de Murcia

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  • CHASCO, C.

    ()
    (Departamento de Economía Aplicada. Universidad Autónoma de Madrid. Campus de Cantoblanco. Carretera de Colmenar Viejo Km. 15.500. 28049 - MADRID. Tfno.: 91 497 42 66)

  • LÓPEZ, F.A.

    ()
    (Departamento de Métodos Cuantitativos e Informáticos. Universidad Politécnica de Cartagena.)

Abstract

En los últimos años ha surgido un interés creciente por las especificaciones y estimaciones de relaciones econométricas basadas en Datos de Panel. Este interés se ha trasladado al campo de la Econometría Espacial, con la introducción de la componente temporal en modelos que surgieron con un enfoque puramente espacial. Una especificación que incorpora esta componente temporal son los modelos SUR espaciales. Estas estructuras sólo consideran relaciones de vecindad contemporáneas entre unidades espaciales para cada instante de tiempo, sin tener en consideración relaciones espacio-temporales. El objetivo de este artículo es plantear una generalización de los modelos SUR espaciales mediante la extensión de la matriz diagonal de coeficientes de dependencia espacial, a una matriz diagonal inferior de coeficientes de dependencia espacio temporal. De este modo, se introduce en el modelo de regresión tanto dependencia espacial contemporánea como no contemporánea. Los modelos desarrollados en este artículo se aplican a la estimación de la renta bruta disponible municipal en la Región de Murcia, contrastando su superioridad frente a aquellas especificaciones que únicamente corrigen los efectos espaciales contemporáneos. Recently, there is an increasing interest in panel data specifications. This approach has also been extended to spatial econometrics, in which space-time models both introduce time dimension and correct for spatial effects. Spatial SUR models only consider contemporary neighborhood relationships between spatial units in each period of time. The aim of this paper is the proposal of an alternative specification for spatial SUR models, which includes not only spatial lags but also space-time autocorrelation effects (or non-contemporary spatial dependence) through an extended W weight matrix. We also demonstrate that this is frequently a better specification with higher predictive capacity. An application to the estimation of municipal household income in the Region of Murcia reveals the superiority of this new specification against those ones that only consider purely contemporary spatial effects.

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Bibliographic Info

Article provided by Estudios de Economía Aplicada in its journal Estudios de Economía Aplicada.

Volume (Year): 22 (2004)
Issue (Month): (Diciembre)
Pages: 1-24

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Handle: RePEc:lrk:eeaart:22_3_10

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Keywords: Spatial Econometric; SUR Models; Household Income; Region of Murcia;

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  1. Manski, Charles F, 1993. "Identification of Endogenous Social Effects: The Reflection Problem," Review of Economic Studies, Wiley Blackwell, vol. 60(3), pages 531-42, July.
  2. Baltagi, Badi H. & Song, Seuck Heun & Koh, Won, 2003. "Testing panel data regression models with spatial error correlation," Journal of Econometrics, Elsevier, vol. 117(1), pages 123-150, November.
  3. Mobley, Lee R., 2003. "Estimating hospital market pricing: an equilibrium approach using spatial econometrics," Regional Science and Urban Economics, Elsevier, vol. 33(4), pages 489-516, July.
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