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A biparametric approach to spatial autocorrelation

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  • A S Brandsma
  • R H Ketellapper

Abstract

In spatial econometric models, autocorrelation among error termsis usually incorporated by means of the so-called contiguity matrix W , determining the interdependence between the spatial observations on the dependent variable. In this paper, the analysis is generalized by introducing two contiguity matrices, related to two autocorrelation parameters. This may be useful when dealing with variables representing flows between regions, where both the origin and the destination regions have a different impact on the autocorrelation scheme. It is shown analytically and illustrated empirically that the presence of such autocorrelation can be tested with the likelihood-ratio test, whereas the parameters can be estimated by the maximum-likelihood approach.

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Bibliographic Info

Article provided by Pion Ltd, London in its journal Environment and Planning A.

Volume (Year): 11 (1979)
Issue (Month): 1 (January)
Pages: 51-58

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Handle: RePEc:pio:envira:v:11:y:1979:i:1:p:51-58

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Web page: http://www.pion.co.uk

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Cited by:
  1. Burridge, Peter, 2011. "A research agenda on general-to-specific spatial model search," Investigaciones Regionales, Asociación Española de Ciencia Regional, Asociación Española de Ciencia Regional, issue 21, pages 71-90.
  2. LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
  3. Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco, 2012. "On model specification and parameter space definitions in higher order spatial econometric models," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 211-220.
  4. Georgios Fotopoulos & Helen Louri, 2011. "On the geography of international banking: the role of third-country effects," Working Papers 125, Bank of Greece.
  5. J. Paul Elhorst & Katarina Zigova, 2011. "Evidence of Competition in Research Activity among Economic Department using Spatial Econometric Techniques," Working Paper Series of the Department of Economics, University of Konstanz 2011-04, Department of Economics, University of Konstanz.
  6. Bolduc, D. & Fortin, P., 1990. "Modele D'Explication De Flux A Composantes D'Erreurs Spatialement Correlees," Cahiers de recherche, Université Laval - Département d'économique 9010, Université Laval - Département d'économique.
  7. 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.
  8. repec:asg:wpaper:1013 is not listed on IDEAS
  9. Georgios Fotopoulos & Helen Louri, 2011. "On the Geography of International Banking: a case for spatial econometrics?," ERSA conference papers ersa10p1081, European Regional Science Association.
  10. Julie Le Gallo, 2002. "Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire," Économie et Prévision, Programme National Persée, vol. 155(4), pages 139-157.

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