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Testing the hypothesis of stability in spatial econometric models

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  • Jesús Mur
  • Fernando López
  • Ana Angulo

Abstract

The objective of this paper is to advance in the discussion of the topic of heterogeneity in a spatial econometric model. The proposal is not a novelty as there is a great deal of experience accumulated on the same subject. What differentiates this work is that we use a broad notion of the term heterogeneity, in association with different symptoms of stability in the elements of the equation. That is, we deal with problems ("i") in the coefficients of regression, ("ii") in the variance of the random term and ("iii") in the mechanisms of spatial dependence. With this purpose, we develop several tests through which we tackle the problem of heterogeneity from various perspectives. We assess their performance through a Monte Carlo experiment. Copyright (c) 2009 the author(s). Journal compilation (c) 2009 RSAI.

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  • Jesús Mur & Fernando López & Ana Angulo, 2009. "Testing the hypothesis of stability in spatial econometric models," Papers in Regional Science, Wiley Blackwell, vol. 88(2), pages 409-444, June.
  • Handle: RePEc:bla:presci:v:88:y:2009:i:2:p:409-444
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    Cited by:

    1. Suárez Cano, Patricia & Mayor Fernández, Matías & Cueto Iglesias, Begoña, 2011. "How important is access to employment offices in Spain? An urban and non-urban perspective," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 119-140.
    2. Jesús Mur & Fernando López & Ana Angulo, 2010. "Instability in spatial error models: an application to the hypothesis of convergence in the European case," Journal of Geographical Systems, Springer, vol. 12(3), pages 259-280, September.
    3. Ribeiro, Anabela & Silva, Jorge, 2011. "A Spatial analysis on the relation between accessibility and spatial development for Cross-border regions," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 141-156.
    4. Anabela Ribeiro & Jorge Silva, 2011. "A spatial econometric analysis of cross-border accessibility and development in Portugal and Spain," ERSA conference papers ersa10p456, European Regional Science Association.
    5. Ryan Brady, 2013. "The Spatial Diffusion of Regional Housing Prices across U.S. States," Departmental Working Papers 45, United States Naval Academy Department of Economics.

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