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Development of a spatio-Temporal Autoregressive (STAR) Model Using Spatio-Temporal Weights Matrices

Author

Listed:
  • Jean Dubé

    (Université du Québec à Rimouski)

  • Diègo Legros

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

Abstract

This paper addresses the development of a statistical model for spatial data collected over time, such as real estate data. A spatio-temporal autoregressive (STAR) model, based on spatial and temporal weight matrices, is proposed. The spatial and temporal weight matrices are used to develop simple spatio-temporal weight matrices. The model is obtained using existing spatio-temporal lag models (STLM) and spatial error models (SEM). The STAR model explicitly considers possible local temporal dynamic effects as well as spatial spillover effects given time reality. The model is then applied to empirical investigation using real estate data on apartments sold in Paris, between 1990 and 2001, and hedonic modelling using data.

Suggested Citation

  • Jean Dubé & Diègo Legros, 2011. "Development of a spatio-Temporal Autoregressive (STAR) Model Using Spatio-Temporal Weights Matrices," LEG - Document de travail - Economie 2011-05, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
    • Handle: RePEc:lat:legeco:e2011-05
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    Citations

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    Cited by:

    1. Filippova, Olga & Sheng, Mingyue, 2020. "Impact of bus rapid transit on residential property prices in Auckland, New Zealand," Journal of Transport Geography, Elsevier, vol. 86(C).
    2. 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.
    3. Sunak, Yasin & Madlener, Reinhard, 2016. "The impact of wind farm visibility on property values: A spatial difference-in-differences analysis," Energy Economics, Elsevier, vol. 55(C), pages 79-91.
    4. Jean Dub� & Di�go Legros, 2014. "Spatial econometrics and the hedonic pricing model: what about the temporal dimension?," Journal of Property Research, Taylor & Francis Journals, vol. 31(4), pages 333-359, December.

    More about this item

    Keywords

    Spatio-temporal autoregressive model; Hedonic pricing model; Weight matrices; Spatial autocorrelation.;
    All these keywords.

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
    • R10 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - General
    • R15 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods

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