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Econométrie spatiale 2 -Hétérogénéité 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. La première partie (document de travail n° 2000-05) est consacrée au problème de l'autocorrélation spatiale alors que cette seconde partie (document de travail n° 2001-01) porte sur le problème de l'hétérogénéité spatiale. / 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. The first part deals with spatial autocorrelation (working paper n°2000-05) and this second part deals with spatial heterogeneity (working paper n°2001-01).

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Publisher 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 2001-01.

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Length: 37 pages
Date of creation: Nov 2000
Date of revision:
Handle: RePEc:lat:lateco:2001-01

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Postal: Pôle d'Economie et de Gestion - 2, bd Gabriel - BP 26611 - F-21066 Dijon cedex - France
Phone: 03 80 39 54 30
Fax: 33 (0)3 80 39 54 43
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Web page: http://www.u-bourgogne.fr/LEG
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Related research
Keywords: économétrie spatiale; autocorrélation spatiale; hétérogénéité spatiale ; spatial econometrics; spatial autocorrelation; spatial heterogeneity;

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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  1. McMillen, Daniel P., 1996. "One Hundred Fifty Years of Land Values in Chicago: A Nonparametric Approach," Journal of Urban Economics, Elsevier, vol. 40(1), pages 100-124, July. [Downloadable!] (restricted)
  2. Harvey, A C, 1976. "Estimating Regression Models with Multiplicative Heteroscedasticity," Econometrica, Econometric Society, vol. 44(3), pages 461-65, May. [Downloadable!] (restricted)
  3. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January. [Downloadable!] (restricted)
  4. Julie Le Gallo & Cem Ertur, 2003. "Exploratory spatial data analysis of the distribution of regional per capita GDP in Europe, 1980–1995," Journal of Economics, Springer, vol. 82(2), pages 175-201, 04. [Downloadable!] (restricted)
    Other versions:
  5. Des Rosiers, F. & Theriault, M., 1999. "House Prices and Spatial Dependence: Towards an Integrated Procedure to Model Neighborhood Dynamics," Papers 1999-2, Laval - Faculte des sciences de administration.
  6. Anselin, Luc, 1990. "Some robust approaches to testing and estimation in spatial econometrics," Regional Science and Urban Economics, Elsevier, vol. 20(2), pages 141-163, September. [Downloadable!] (restricted)
  7. Russell Davidson & James G. MacKinnon, 1985. "Heteroskedasticity-Robust Tests in Regression Directions," Working Papers 616, Queen's University, Department of Economics. [Downloadable!]
  8. Theriault, M. & Des Rosier, F. & Vandersmissen, M.H., 1999. "GIS-Based Simulation of Accessibility to Enhance Hedonic Modeling and Property Value Appraisal: An Application to Quebec City Metropolitan Area," Papers 99-011, Laval - Faculte des sciences de administration.
  9. Brueckner, Jan K., 1986. "A switching regression analysis of urban population densities," Journal of Urban Economics, Elsevier, vol. 19(2), pages 174-189, March. [Downloadable!] (restricted)
  10. MacKinnon, James G. & White, Halbert, 1985. "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September. [Downloadable!] (restricted)
    Other versions:
  11. Can, Ayse, 1992. "Specification and estimation of hedonic housing price models," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 453-474, September. [Downloadable!] (restricted)
  12. 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. [Downloadable!]
  13. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-94, September. [Downloadable!] (restricted)
  14. Pierre Legendre & Neal Oden & Robert Sokal & Alain Vaudor & Junhyong Kim, 1990. "Approximate analysis of variance of spatially autocorrelated regional data," Journal of Classification, Springer, vol. 7(1), pages 53-75, March. [Downloadable!] (restricted)
  15. Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
    Other versions:
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