This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Diagnostic Tools for Nonlinearity in Spatial Models

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Thomas de Graaff (Vrije Universiteit Amsterdam)
Raymond J.G.M. Florax (Vrije Universiteit Amsterdam)
Peter Nijkamp () (Vrije Universiteit Amsterdam)
Aura Reggiani (University of Bologna)

Additional information is available for the following registered author(s):

Abstract

There is an increasing awareness of the potential of nonlinear modeling in regional science, which can partly be explained by the recognition of the limitations of conventional equilibrium models in complex situations and partly by the easy availability and accessibility of sophisticated computational techniques. Among the class of nonlinear models chaos theory stands out as an interesting approach, in which notable progress has been made in economic research. However, the operational significance – in terms of solid empirical tests on chaos – has still been rather limited and a rigorous statistical-econometric treatment of chaos phenomena is still lacking. This paper is concerned with a methodological and empirical analysis of chaos in spatial systems. It seeks to break new research ground by linking the classical diagnostic tools developed in spatial econometrics to nonlinearity tests for empirical data series, in particular the so-called BDS (Brock, Dechert, Scheinkman) test. A spatial variant of the BDS test is developed, and subsequently applied in the context of a shift-share model for Dutch regional labor markets.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.tinbergen.nl/discussionpapers/98072.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 98-072/3.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 09 Jul 1998
Date of revision:
Handle: RePEc:dgr:uvatin:19980072

Contact details of provider:
Web page: http://www.tinbergen.nl/

For technical questions regarding this item, or to correct its listing, contact: (Walther Schoonenberg).

Related research
Keywords: chaos theory; misspecification tests; spatial dependence; nonlinearity; shift-share model; regional labor markets;

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
R12 - Urban, Rural, and Regional Economics - - General Regional Economics - - - Size and Spatial Distributions of Regional Economic Activity; Interregional Trade (economic geography)
R23 - Urban, Rural, and Regional Economics - - Household Analysis - - - Regional Migration; Regional Labor Markets; Population

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Theil, Henri & Gosh, Riddhi, 1980. "A comparison of shift-share and the RAS adjustment," Regional Science and Urban Economics, Elsevier, vol. 10(2), pages 175-180, June. [Downloadable!] (restricted)
  2. repec:att:wimass:199520 is not listed on IDEAS
  3. Baumol, William J & Benhabib, Jess, 1989. "Chaos: Significance, Mechanism, and Economic Applications," Journal of Economic Perspectives, American Economic Association, vol. 3(1), pages 77-105, Winter. [Downloadable!] (restricted)
    Other versions:
  4. Scheinkman, Jose A, 1990. "Nonlinearities in Economic Dynamics," Economic Journal, Royal Economic Society, vol. 100(400), pages 33-48, Supplemen. [Downloadable!] (restricted)
  5. Anselin, Luc & Hudak, Sheri, 1992. "Spatial econometrics in practice : A review of software options," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 509-536, September. [Downloadable!] (restricted)
  6. D C Knudsen & R Barff, 1991. "Shift - share analysis as a linear model," Environment and Planning A, Pion Ltd, London, vol. 23(3), pages 421-431, March. [Downloadable!] (restricted)
  7. J.M. Sneek & P. Rietveld, 1997. "Higher Order Spatial ARMA Models," Tinbergen Institute Discussion Papers 97-043/3, Tinbergen Institute.
  8. Stephen Casler, 1989. "A Theoretical Context for Shift and Share Analysis," Regional Studies, Taylor and Francis Journals, vol. 23(1), pages 43-48, February. [Downloadable!] (restricted)
  9. Hordijk, L., 1974. "Spatial correlation in the disturbances of a linear interregional model," Regional and Urban Economics, Elsevier, vol. 4(2), pages 117-140, October. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? You too can volunteer for RePEc, for example by providing information about publications in your institution.

This page was last updated on 2009-11-26.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.