Économétrie spatiale : une introduction pratique

This working paper describes the conduct of a spatial econometric study, through a descriptive modeling of the unemployment rate by employment area. Spatial models nevertheless have a broader application, the approach being compatible with any instance in which neighborhood relationships are involved. Indeed, economic theory characterizes many cases of interactions between agents (products, firms, individuals) which are not necessarily geographically based. The document focuses on the study of the spatial correlation, and therefore these various interactions, and details the links with spatial heterogeneity, i.e. spatially differentiated phenomena. Several forms of interaction exist regarding the dependent variable, the explanatory variables or unobserved variables. Many models therefore find themselves in competition from a same prior definition of neighborhood relationships. A stepwise methodology of model selection (estimation and tests) is detailed. Feedback effects lead to a particular (and more complex) interpretation of results.