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The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models

Author

Listed:
  • Fernando A. López Hernández

    (Universidad Politécnica de Cartagena)

  • Román Mínguez Salidos

    (Universidad Castilla la Mancha)

Abstract

This paper presents a test based on the principle of Lagrange Multipliers to identify spatialinstability in the constant coefficient of regression models including substantive spatial dependence.The test has been adapted to the Scan methodology. Its main advantage is that it identifies areaswith differential behavior without the need to provide information about their location, shape,or size. The study shows the utility of the test, reconsidering the results obtained by Mur et al.(2008) about instability in the distribution of per capita income in European regions.

Suggested Citation

  • Fernando A. López Hernández & Román Mínguez Salidos, 2021. "The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 74-88.
    • Handle: RePEc:pcp:pucrev:y:2021:i:87:p:74-88
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    File URL: https://revistas.pucp.edu.pe/index.php/economia/article/view/23957/22771
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    More about this item

    Keywords

    Parametric instability; Hypothesis test; Lagrange Multipliers; Scan methodology; Spatial autocorrelation;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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