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Editorial

Author

Listed:
  • B. Fingleton
  • M. Abreu
  • L. Corrado
  • F. Fuerst
  • H. Garretsen
  • D. Igliori
  • J. Le Gallo
  • P. McCann
  • J. McCombie
  • V. Monastiriotis
  • G. Pryce
  • J. Yu

Abstract

In this editorial we summarise and comment on papers published in issue 8.4. The first paper is by Frederick Guy, entitled 'Small, Local and Cheap? Walkable and Car-oriented Retail in Competition'. Secondly we have the paper by Nicola Francesco Dotti, Ugo Fratesi, Camilla Lenzi & Marco Percoco entitled 'Local Labour Markets and the Interregional Mobility of Italian University Students'. The third paper is 'Detecting Dependence Between Spatial Processes' by Marcos Herrera, Manuel Ruiz & Jesus Mur. Fourthly, we have the paper entitled 'Space-varying Coefficient Simultaneous Autoregressive Models for the Structural Analysis of Residential Water Demand' by Koji Miyawaki. The final paper is by An-Ming Wang & Chung-Hsin Yang and entitled 'The Price Effect on Spatial Structure: Revisiting the New Economic Geography Model'.

Suggested Citation

  • B. Fingleton & M. Abreu & L. Corrado & F. Fuerst & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & G. Pryce & J. Yu, 2013. "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(4), pages 419-424, December.
  • Handle: RePEc:taf:specan:v:8:y:2013:i:4:p:419-424 DOI: 10.1080/17421772.2013.849419
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    References listed on IDEAS

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    1. Kelejian, Harry H & Prucha, Ingmar R, 1999. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-533, May.
    2. Martellosio, Federico, 2010. "Power Properties Of Invariant Tests For Spatial Autocorrelation In Linear Regression," Econometric Theory, Cambridge University Press, vol. 26(01), pages 152-186, February.
    3. Kelejian, Harry H & Prucha, Ingmar R, 1998. "A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," The Journal of Real Estate Finance and Economics, Springer, pages 99-121.
    4. Kramer, Walter & Michels, Sonja, 1997. "Autocorrelation- and heteroskedasticity-consistent t-values with trending data," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 141-147.
    5. Kramer, W., 1989. "On the robustness of the F-test to autocorrelation among disturbances," Economics Letters, Elsevier, vol. 30(1), pages 37-40.
    6. James R. Schott, 2005. "Testing for complete independence in high dimensions," Biometrika, Biometrika Trust, vol. 92(4), pages 951-956, December.
    7. Jushan Bai, 2003. "Inferential Theory for Factor Models of Large Dimensions," Econometrica, Econometric Society, vol. 71(1), pages 135-171, January.
    8. Martellosio, Federico, 2008. "Testing for spatial autocorrelation: the regressors that make the power disappear," MPRA Paper 10542, University Library of Munich, Germany.
    9. Lung-Fei Lee, 2004. "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models," Econometrica, Econometric Society, vol. 72(6), pages 1899-1925, November.
    10. Jushan Bai, 2009. "Panel Data Models With Interactive Fixed Effects," Econometrica, Econometric Society, vol. 77(4), pages 1229-1279, July.
    11. Jørgen Lauridsen & Reinhold Kosfeld, 2006. "A test strategy for spurious spatial regression, spatial nonstationarity, and spatial cointegration," Papers in Regional Science, Wiley Blackwell, vol. 85(3), pages 363-377, August.
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    Cited by:

    1. Stiglitz, Joseph & Lin, Justin & Monga, Celestin & Patel, Ebrahim, 2013. "Industrial policy in the African context," Policy Research Working Paper Series 6633, The World Bank.

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