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Econométrie spatiale 1 -Autocorrélation spatiale

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  • LE GALLO, Julie

    ()
    (LATEC - CNRS - Université de Bourgogne)

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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Bibliographic Info

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

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References

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Cited by:
  1. 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.
  2. Jeanne DACHARY-BERNARD (UR ADBX, CEMAGREF) & Sandrine LYSER (UR ADBX, CEMAGREF) & Frédéric GASCHET (GREThA, CNRS, UMR 5113) & Guillaume POUYANNE (GREThA, CNRS, UMR 5113) & Stéphane VIROL (GREThA, C, 2011. "Real Estate and Land Values on the shoreline: a transaction-level analysis (In French)," Cahiers du GREThA 2011-07, Groupe de Recherche en Economie Théorique et Appliquée.
  3. 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.
  4. Jacques MAIRESSE, Benoît MULKAY, 2008. "“An Exploration of Local R&D Spillovers in France”," Working Papers 2008-26, Centre de Recherche en Economie et Statistique.
  5. 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, Université de Bourgogne.
  6. Frédéric PUECH, 2005. "How Do Criminals Locate? Crime and Spatial Dependence in Minas Gerais," Working Papers 200524, CERDI.
  7. 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.
  8. 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, Université de Bourgogne.
  9. Sébastien CHANTELOT (ESC Bretagne Brest) & Stéphanie PERES (USC INRA 2032 GAIA) & Stéphane VIROL (GREThA, UMR CNRS 5113), 2010. "The geography of French creative class: An exploratory spatial data analysis," Cahiers du GREThA 2010-16, Groupe de Recherche en Economie Théorique et Appliquée.
  10. Véronique Gille, 2012. "Education spillovers: empirical evidence in rural India," Indian Growth and Development Review, Emerald Group Publishing, vol. 5(1), pages 4-24, April.
  11. 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.
  12. Nathalie Georges & Yannick L'Horty & Florent Sari, 2012. "Comment réduire la fracture spatiale? Une application en Ile-de-France," Working Papers halshs-00809586, HAL.
  13. Chantelot Sébastien, 2011. "French creative clusters: An exploratory spatial data analysis," ERSA conference papers ersa10p477, European Regional Science Association.
  14. 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, Université de Bourgogne.
  15. Quentin Frère & Hakim Hammadou & Sonia Paty, 2011. "Is there a "zoo effect" in French local governments?," INRA UMR CESAER Working Papers 2011/1, INRA UMR CESAER, Centre d'’Economie et Sociologie appliquées à l'’Agriculture et aux Espaces Ruraux.
  16. Jeanne Dachary-Bernard & Frédéric Gaschet & Sandrine Lyser & Guillaume Pouyanne & Stéphane Virol, 2011. "L’impact de la littoralisation sur les marchés fonciers. Une approche comparative des côtes basque et charentaise," Économie et Statistique, Programme National Persée, vol. 444(1), pages 127-154.
  17. Meunier, Olivier & Mignolet , Michel & Mulquin, Marie-Eve, 2007. "Interpersonal transfers: Do they impact the growth of poor and rich European regions?," Investigaciones Regionales, Asociación Española de Ciencia Regional, issue 10, pages 155-170.
  18. Gille, Véronique, 2011. "Education spillovers in farm productivity: empirical evidence in rural India," Proceedings of the German Development Economics Conference, Berlin 2011 31, Verein für Socialpolitik, Research Committee Development Economics.

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