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TIME-TREND IN SPATIAL DEPENDENCE: SPECIFICATION STRATEGY IN THE FIRST-ORDER SPATIAL AUTOREGRESSIVE MODEL/Tendencia temporal en la dependencia espacial: estrategia de modelización en el modelo autorregresivo espacial de primer orden



    () (Departamento de Métodos Cuantitativos e Informáticos. Universidad Politécnica de Cartagena. 30203 Cartagena (Spain))


    () (Departamento de Economía Aplicada. Universidad Autónoma de Madrid. 28049 Madrid (Spain))


The purpose of this article is to analyze the simultaneity of spatial dependence 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 spacetime autocorrelation statistics to evaluate if spatial dependence is a synchronic spatial effect. A simulation study and an application on the spatial distribution of three economic variables across Spain and Europe shed some light upon these issues. We show evidence of the capacity of these tests to identify the structure (only contemporary, only time-lagged or both contemporary and time-lagged) of spatial dependence in most cases. En este artículo, se analiza la instantaneidad de la dependencia espacial en el modelo autorregresivo espacial de primer orden, SAR(1). Son muchos los fenómenos socioeconómicos, en los que la dependencia espacial puede ser no sólo contemporánea, sino también retardada en el tiempo. Con ayuda de tres estadísticos espacio-temporales basados en el test I de Moran, evaluaremos la instantaneidad del efecto espacial. Además, se demostrará la capacidad de dichos tests para identificar la estructura de dependencia espacial (sólo instantánea, sólo retardada en el tiempo y mixta) tanto mediante la realización de un ejercicio de Monte-Carlo como mediante la aplicación a la distribución espacial de tres variables económicas en España y Europa.

Suggested Citation

  • López-Hernández, Fernando A. & Chasco, Coro, 2007. "TIME-TREND IN SPATIAL DEPENDENCE: SPECIFICATION STRATEGY IN THE FIRST-ORDER SPATIAL AUTOREGRESSIVE MODEL/Tendencia temporal en la dependencia espacial: estrategia de modelización en el modelo autorreg," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 25, pages 631-650, Abril.
  • Handle: RePEc:lrk:eeaart:25_2_13

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    References listed on IDEAS

    1. Valter Di Giacinto, 2006. "A Generalized Space-Time ARMA Model with an Application to Regional Unemployment Analysis in Italy," International Regional Science Review, , vol. 29(2), pages 159-198, April.
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    More about this item


    Space-time dependence; Spatial autoregressive models; Moran’s I/Dependencia espacio-temporal; Modelos espaciales autoregresivos; I de Moran.;

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation


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