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Utilisation des matrices de pondérations en économétrie spatiale. Proposition dans un contexte spatio-temporel

Author

Listed:
  • Jean Dubé

    (Université du Québec à Rimouski - Département Sociétés, Territoires et Développement)

  • Catherine Baumont

    (LEG/AMIE - CNRS UMR 5118 - Université de Bourgogne)

  • Diègo Legros

    (LEG/AMIE - CNRS UMR 5118 - Université de Bourgogne)

Abstract

This paper aims to bring the reflection about using spatial weight matrix in spatial statistics and tests related to detect spatial autocorrelation as well as in the use of spatial regression model when both, time and space, dimensions are present. The development of a unique spatio-temporal weight matrix is proposed and a simple fictive example is presented. The reality of spatial data collected over time is largely different from a single cross-sectional or panel (pseudo-panel) data structure. The paper proposes a new and simple spatio-temporal approach based on a unique weight matrix.

Suggested Citation

  • Jean Dubé & Catherine Baumont & Diègo Legros, 2011. "Utilisation des matrices de pondérations en économétrie spatiale. Proposition dans un contexte spatio-temporel," LEG - Document de travail - Economie 2011-01, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
    • Handle: RePEc:lat:legeco:e2011-01
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    Citations

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    Cited by:

    1. Dubé, Jean & Legros, Diègo & Thériault, Marius & Des Rosiers, François, 2014. "A spatial Difference-in-Differences estimator to evaluate the effect of change in public mass transit systems on house prices," Transportation Research Part B: Methodological, Elsevier, vol. 64(C), pages 24-40.
    2. Jean Dubé & Diègo Legros, 2013. "Dealing with spatial data pooled over time in statistical models," Letters in Spatial and Resource Sciences, Springer, vol. 6(1), pages 1-18, March.

    More about this item

    Keywords

    Spatial Autocorrelation; Spatial Autoregressive Model; Weights Matrix; Spatio-Temporal Model;
    All these keywords.

    JEL classification:

    • C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • Y2 - Miscellaneous Categories - - Introductions and Prefaces

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