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Econométrie spatiale 1 -Autocorrélation spatiale

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Author Info
LE GALLO, Julie () (LATEC - CNRS - Université de Bourgogne)

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Abstract

Les méthodes de l'économétrie spatiale visent à traiter les deux grandes particularités des données spatiales : l'autocorrélation spatiale qui se réfère à l'absence d'indépendance entre observations géographiques et l'hétérogénéité spatiale qui est liée à la différenciation dans l'espace des variables et des comportements. Ces techniques ont connu de nombreux développements depuis une dizaine d'années et sont de plus en plus appliquées dans les études empiriques nécessitant l'utilisation de données géographiques. L'objectif de cet article est de présenter les diverses façons permettant de modéliser l'autocorrélation et l'hétérogénéité spatiales ainsi que les procédures d'estimation et d'inférence adaptées aux modèles incorporant ces deux effets. L'article est divisé en deux parties. Cette première partie est consacrée au problème de l'autocorrélation spatiale (document de travail n° 2000-05) alors que la seconde portera sur le problème de l'hétérogénéité spatiale (document de travail n° 2001-01). / Spatial econometric methods aim at taking into account the two special characteristics of spatial data: spatial autocorrelation, which is the lack of independence between geographical observations, and spatial heterogeneity, which is related to the differentiation of variables and behaviors in space. These techniques have been mostly developed the last ten years and are more often applied in empirical studies with geographical data. The aim of this article is to present the way spatial autocorrelation and spatial heterogeneity can be incorporated in regression relationships and to present the estimation and inference procedures adapted to the models incorporating these two effects. This article is divided in two parts. This first part deals with spatial autocorrelation (working paper N° 2000-05) and the second part will deal with spatial heterogeneity (working paper N° 2001-01).

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Paper provided by LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne in its series LATEC - Document de travail - Economie (1991-2003) with number 2000-05.

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Length: 43 pages
Date of creation: Jun 2000
Date of revision:
Handle: RePEc:lat:lateco:2000-05

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Related research
Keywords: économétrie spatiale; autocorrélation spatiale; hétérogénéité spatiale spatial econometrics; spatial autocorrelation; spatial heterogeneity;

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Find related papers by JEL classification:
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
R15 - Urban, Rural, and Regional Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods

References listed on IDEAS
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Full references

Cited by:
(explanations, 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. LE GALLO, Julie, 2000. "Econométrie spatiale 2 -Hétérogénéité spatiale," LATEC - Document de travail - Economie (1991-2003) 2001-01, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne. [Downloadable!]
  2. Nicolas Debarsy & Cem Ertur, 2006. "The European Enlargement Process and Regional Convergence Revisited: Spatial Effects Still Matter," ERSA conference papers ersa06p198, European Regional Science Association. [Downloadable!]
  3. KOCH, Wilfried, 2004. "Effets de voisinage dans le modèle de Solow avec des externalités spatiales," LEG - Document de travail - Economie 2004-06, LEG, Laboratoire d'Economie et de Gestion, CNRS UMR 5118, Université de Bourgogne. [Downloadable!]
  4. Frédéric Puech, 2005. "How Do Criminals Locate? Crime and Spatial Dependence in Minas Gerais," Urban/Regional 0509018, EconWPA. [Downloadable!]
  5. Aurélie Cassette & Sonia Paty, 2006. "La concurrence fiscale entre communes est-elle plus intense en milieu urbain qu’en milieu rural ?," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 78, pages 5-30. [Downloadable!]
  6. ERTUR, Cem & KOCH, Wilfried, 2004. "Analyse spatiale des disparités régionales dans l'Europe élargie," LEG - Document de travail - Economie 2004-03, LEG, Laboratoire d'Economie et de Gestion, CNRS UMR 5118, Université de Bourgogne. [Downloadable!]
  7. GUILLAIN, Rachel & DALL'ERBA, Sandy & LE GALLO, Julie, 2007. "Politiques de développement et croissance régionale en Europe : le rôle des rendements croissants et des dépendances spatiales," LEG - Document de travail - Economie 2007-02, LEG, Laboratoire d'Economie et de Gestion, CNRS UMR 5118, Université de Bourgogne. [Downloadable!]
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