Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model
AbstractThe purpose of this article is to analyze if spatial dependence is a synchronic effect in the first-order spatial autoregressive model, SAR(1). Spatial dependence can be not only contemporary but also time-lagged in many socio-economic phenomena. In this paper, we use three Moran-based space-time autocorrelation statistics to evaluate the simultaneity of this spatial effect. A simulation study shed some light upon these issues, demonstrating the capacity of these tests to identify the structure (only instant, only time-lagged or both instant and time-lagged) of spatial dependence in most cases.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 1985.
Date of creation: 03 Mar 2007
Date of revision:
Space-time dependence; Spatial autoregressive models; Moran’s I;
Find related papers by JEL classification:
- 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
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
This paper has been announced in the following NEP Reports:
- NEP-ALL-2007-03-10 (All new papers)
- NEP-ECM-2007-03-10 (Econometrics)
- NEP-ETS-2007-03-10 (Econometric Time Series)
- NEP-GEO-2007-03-10 (Economic Geography)
- NEP-URE-2007-03-10 (Urban & Real Estate Economics)
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