Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces
AbstractThe purpose of this article is to analyze if spatial dependence is a synchronic effect, as it has usually been defined. It is known that in many socio-economic phenomena spatial dependence can be not only contemporary but also time-lagged. In this paper, we use two Moran-based space-time autocorrelation statistics in order to evaluate the simultaneity of this spatial effect, allowing for mixed specifications with instantaneous and space-time dependence terms. Some applications with economic data for Spanish provinces shed some light upon these issues.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 1777.
Date of creation: 13 Dec 2006
Date of revision:
Space-time dependence; Spatial autoregressive models; Moran’s I; Spanish provinces;
Find related papers by JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
This paper has been announced in the following NEP Reports:
- NEP-ALL-2007-02-17 (All new papers)
- NEP-GEO-2007-02-17 (Economic Geography)
- NEP-URE-2007-02-17 (Urban & Real Estate Economics)
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