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Econométrie et données spatiales - Une introduction à la pratique

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  • Hubert Jayet

Abstract

This contribution is an introduction to the main topics of spatial econometrics. We start analyzing the main problems raised by spatial data. The first one is heterogeneity : statisticians must take account of the fact that spatial units may not be directly comparable. They must correct for differences in size, form, structure and so on. The second one is interaction among units located in space, the intensity of which decreases with distance. These interactions lead to spatial autoregression and spatial autocorrelation. Then, the paper introduces to the main instruments used to represent and analyze spatial autocorrelation and autoregression : spatial graphs, weight matrices, contiguity matrices. It presents the main tests used to detect spatial autocorrelation, color tests on qualitative data, Moran and Geary tests for quantitative data. It shows how these tests can be interpreted. An illustrative example is also provided. Last, the paper shows how to deal with spatial autocorrelation and autoregression on the example of linear models. The main types of spatial linear models are presented : spatially autoregressive, spatially autocorrelated and their combination. Then, we explain why least squares methods are not well suited to estimate this type of models. Most often, econometric analysis will rest upon maximum likelihood methods. The paper shows how to use these methods in the specific context of spatial models, in order to find parameters estimates and to make tests on them.
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  • Hubert Jayet, 2001. "Econométrie et données spatiales - Une introduction à la pratique," Post-Print hal-01200924, HAL.
    • Handle: RePEc:hal:journl:hal-01200924
    Note: View the original document on HAL open archive server: https://hal.science/hal-01200924
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    1. Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February.
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    1. Thierry Madiès & Sonia Paty & Yvon Rocaboy, 2005. "Externalités fiscales horizontales et verticales. Où en est la théorie du fédéralisme financier ?," Revue d'économie politique, Dalloz, vol. 115(1), pages 17-63.
    2. Ghislaine Deymier, 2002. "Le nouveau périphérique Nord de Lyon : comment analyser les effets anticipés sur l'évolution du marché foncier et immobilier de l'agglomération lyonnaise ?," Post-Print halshs-00106258, HAL.
    3. Cassette, Aurélie & Paty, Sonia, 2006. "La concurrence fiscale entre communes est-elle plus intense en milieu urbain qu’en milieu rural ?," Cahiers d'Economie et de Sociologie Rurales (CESR), Institut National de la Recherche Agronomique (INRA), vol. 78.
    4. Julie Bulteau & Thierry Feuillet & Rémy Le Boennec, 2018. "Spatial Heterogeneity of Sustainable Transportation Offer Values: A Comparative Analysis of Nantes Urban and Periurban/Rural Areas (France)," Post-Print halshs-01706911, HAL.
    5. Ghislaine Deymier, 2003. "Capitalisation immobilière des gains d'accessibilité : état de l'art et étude de cas sur l'agglomération lyonnaise," Post-Print halshs-00100326, HAL.
    6. Rémy Le Boennec & Florent Sari, 2015. "Subcenters, mode choice and transport policies: evidence form Nantes [Nouvelles centralités, choix modal et politiques de déplacements : le cas nantais]," Post-Print hal-01657242, HAL.
    7. Rémy Le Boennec & Florent Sari, 2015. "Nouvelles centralités, choix modal et politiques de déplacements : le cas nantais," Post-Print hal-01657128, HAL.
    8. Rémy Le Boennec, 2014. "Nouvelles centralités, choix modal et politiques de déplacements " 2.0 " : Le cas Nantais," Working Papers hal-00958700, HAL.
    9. Christophe Providence, 2018. "Disparités spatiales et financement des biens et services publics de proximité en Haïti. Le cas des budgets communaux de 2017-2018," Post-Print hal-02124721, HAL.

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