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Econométrie spatiale 1 -Autocorrélation spatiale

  • LE GALLO, Julie

    ()

    (LATEC - CNRS - Université de Bourgogne)

Les méthodes de l'économétrie spatiale visent à traiter les deux grandes particularités des données spatiales : l'autocorrélation spatiale qui se réfère à l'absence d'indépendance entre observations géographiques et l'hétérogénéité spatiale qui est liée à la différenciation dans l'espace des variables et des comportements. Ces techniques ont connu de nombreux développements depuis une dizaine d'années et sont de plus en plus appliquées dans les études empiriques nécessitant l'utilisation de données géographiques. L'objectif de cet article est de présenter les diverses façons permettant de modéliser l'autocorrélation et l'hétérogénéité spatiales ainsi que les procédures d'estimation et d'inférence adaptées aux modèles incorporant ces deux effets. L'article est divisé en deux parties. Cette première partie est consacrée au problème de l'autocorrélation spatiale (document de travail n° 2000-05) alors que la seconde portera sur le problème de l'hétérogénéité spatiale (document de travail n° 2001-01). / Spatial econometric methods aim at taking into account the two special characteristics of spatial data: spatial autocorrelation, which is the lack of independence between geographical observations, and spatial heterogeneity, which is related to the differentiation of variables and behaviors in space. These techniques have been mostly developed the last ten years and are more often applied in empirical studies with geographical data. The aim of this article is to present the way spatial autocorrelation and spatial heterogeneity can be incorporated in regression relationships and to present the estimation and inference procedures adapted to the models incorporating these two effects. This article is divided in two parts. This first part deals with spatial autocorrelation (working paper N° 2000-05) and the second part will deal with spatial heterogeneity (working paper N° 2001-01).

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Paper provided by LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne in its series LATEC - Document de travail - Economie (1991-2003) with number 2000-05.

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Length: 43 pages
Date of creation: Jun 2000
Date of revision:
Handle: RePEc:lat:lateco:2000-05
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  9. BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie, 2000. "Geographic Spillover and Growth. A Spatial Econometric Analysis for European Regions," LATEC - Document de travail - Economie (1991-2003) 2000-07, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
  10. BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie, 2000. "Convergence des régions européennes. Une approche par l'économétrie spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-03, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
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