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Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model

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Author Info
López, Fernando
Chasco, Coro

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Abstract

The 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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File URL: http://mpra.ub.uni-muenchen.de/1985/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 1985.

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Date of creation: 03 Mar 2007
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Handle: RePEc:pra:mprapa:1985

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Related research
Keywords: Space-time dependence; Spatial autoregressive models; Moran’s I;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
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

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