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Modelos de regresión espacio-temporales en la estimación de la renta municipal: el caso de la Región de Murcia

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  • CHASCO, C.

    () (Departamento de Economía Aplicada. Universidad Autónoma de Madrid. Campus de Cantoblanco. Carretera de Colmenar Viejo Km. 15.500. 28049 - MADRID. Tfno.: 91 497 42 66)

  • LÓPEZ, F.A.

    () (Departamento de Métodos Cuantitativos e Informáticos. Universidad Politécnica de Cartagena.)

Abstract

En los últimos años ha surgido un interés creciente por las especificaciones y estimaciones de relaciones econométricas basadas en Datos de Panel. Este interés se ha trasladado al campo de la Econometría Espacial, con la introducción de la componente temporal en modelos que surgieron con un enfoque puramente espacial. Una especificación que incorpora esta componente temporal son los modelos SUR espaciales. Estas estructuras sólo consideran relaciones de vecindad contemporáneas entre unidades espaciales para cada instante de tiempo, sin tener en consideración relaciones espacio-temporales. El objetivo de este artículo es plantear una generalización de los modelos SUR espaciales mediante la extensión de la matriz diagonal de coeficientes de dependencia espacial, a una matriz diagonal inferior de coeficientes de dependencia espacio temporal. De este modo, se introduce en el modelo de regresión tanto dependencia espacial contemporánea como no contemporánea. Los modelos desarrollados en este artículo se aplican a la estimación de la renta bruta disponible municipal en la Región de Murcia, contrastando su superioridad frente a aquellas especificaciones que únicamente corrigen los efectos espaciales contemporáneos. Recently, there is an increasing interest in panel data specifications. This approach has also been extended to spatial econometrics, in which space-time models both introduce time dimension and correct for spatial effects. Spatial SUR models only consider contemporary neighborhood relationships between spatial units in each period of time. The aim of this paper is the proposal of an alternative specification for spatial SUR models, which includes not only spatial lags but also space-time autocorrelation effects (or non-contemporary spatial dependence) through an extended W weight matrix. We also demonstrate that this is frequently a better specification with higher predictive capacity. An application to the estimation of municipal household income in the Region of Murcia reveals the superiority of this new specification against those ones that only consider purely contemporary spatial effects.

Suggested Citation

  • Chasco, C. & López, F.A., 2004. "Modelos de regresión espacio-temporales en la estimación de la renta municipal: el caso de la Región de Murcia," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-24, Diciembre.
  • Handle: RePEc:lrk:eeaart:22_3_10
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    References listed on IDEAS

    as
    1. Baltagi, Badi H. & Song, Seuck Heun & Koh, Won, 2003. "Testing panel data regression models with spatial error correlation," Journal of Econometrics, Elsevier, vol. 117(1), pages 123-150, November.
    2. Charles F. Manski, 1993. "Identification of Endogenous Social Effects: The Reflection Problem," Review of Economic Studies, Oxford University Press, vol. 60(3), pages 531-542.
    3. Mobley, Lee R., 2003. "Estimating hospital market pricing: an equilibrium approach using spatial econometrics," Regional Science and Urban Economics, Elsevier, vol. 33(4), pages 489-516, July.
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    Cited by:

    1. repec:lrk:eeaart:35_2_6 is not listed on IDEAS
    2. López Hernández, Fernando A. & Martínez Ortiz, Pedro José & Cegarra Navarro, Juan Gabriel, 2015. "Interacción espacial en el gasto en servicios públicos de las entidades locales. Un enfoque panel mediante modelos SUR /Spatial Interaction in Spending on Public Services by Local Governments. A Panel," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 33, pages 81-100, Enero.
    3. Miriam Hortas-Rico & Jorge Onrubia & Daniele Pacifico, 2014. "Estimating the Personal Income Distribution in Spanish Municipalities Using Tax Micro-Data," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1419, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.

    More about this item

    Keywords

    Spatial Econometric; SUR Models; Household Income; Region of Murcia;

    JEL classification:

    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • 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
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
    • O18 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Urban, Rural, Regional, and Transportation Analysis; Housing; Infrastructure

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