Maps Of Continuous Spatial Dependence
Heterogeneity is one of the distinguishing features in spatial econometric models. It is a frequent problem in applied work and can be very damaging for statistical inference. In this paper, we focus on the problems implied by the existence of instabilities in the mechanism of spatial dependence in a spatial lag model, assuming that the other terms of the specification remain stable. We begin the discussion with the role played by the algorithms of local estimation in detecting the instabilities. Problems appear when one must decide what to do once the existence of heterogeneity has been confirmed. The logical reaction is trying to parameterize this lack of stability. However, the solution is not obvious. Assuming that a set of indicators related to the problem has been identified, we propose a simple technique to deal with the unknown functional form. In the final part of the paper, we present some Monte Carlo evidence and an application to evaluate the instability in the mechanisms of spatial dependence in the convergence process of the European Regions.
Volume (Year): 30 (2009)
Issue (Month): ()
|Contact details of provider:|| Web page: http://regionetdeveloppement.org/|
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Julie Le Gallo & Sandy Dall'erba, 2006.
"Evaluating the Temporal and Spatial Heterogeneity of the European Convergence Process, 1980-1999,"
Journal of Regional Science,
Wiley Blackwell, vol. 46(2), pages 269-288.
- Julie Le Gallo & Sandy Dall'Erba, 2006. "Evaluating the temporal and spatial heterogeneity of the European convergence process: 1980-1999," Post-Print hal-00401245, HAL.
- Julie Le Gallo & Sandy Dall'Erba, 2006. "Evaluating the temporal and spatial heterogeneity of the European convergence process : 1980-1999," Post-Print hal-00485016, HAL.
When requesting a correction, please mention this item's handle: RePEc:tou:journl:v:30:y:2009:p:11-34. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christophe Van Huffel)
If references are entirely missing, you can add them using this form.