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A Spatial Econometric Star Model With An Application To U.S. County Economic Growth, 1969-2003

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Author Info
Valerien O. Pede () (Raymond J.G.M. Florax, Matthew T. Holt)
Abstract

Spatial regression models incorporating non-stationarity in the regression coefficients are popular. We propose a spatial variant of the Smooth Transition AutoRegressive (STAR) model that is more parsimonious than commonly used approaches and endogenously determines the extent of spatial parameter variation. Uncomplicated estimation and inference procedures are demonstrated using a neoclassical convergence model for United States counties.

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Publisher Info
Paper provided by Purdue University, College of Agriculture, Department of Agricultural Economics in its series Working Papers with number 09-03.

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Length: 23 pages
Date of creation: 2009
Date of revision:
Handle: RePEc:pae:wpaper:09-03

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Related research
Keywords: spatial autoregression; smooth transition; spatial econometrics; STAR; GWR;

Find related papers by JEL classification:
C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
R11 - Urban, Rural, and Regional Economics - - General Regional Economics - - - Analysis of Growth, Development, and Changes
R12 - Urban, Rural, and Regional Economics - - General Regional Economics - - - Size and Spatial Distributions of Regional Economic Activity; Interregional Trade (economic geography)

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  1. Roberto Basile, 2008. "Regional economic growth in Europe: A semiparametric spatial dependence approach," Papers in Regional Science, Blackwell Publishing, vol. 87(4), pages 527-544, November. [Downloadable!] (restricted)
  2. Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February. [Downloadable!] (restricted)
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This page was last updated on 2009-11-8.


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