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¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos
[Which spatial weighting matrix? An approach for model selection]

  • Herrera Gómez, Marcos
  • Mur Lacambra, Jesús
  • Ruiz Marín, Manuel

In spatial econometrics, it is customary to specify a weighting matrix, the so-called W matrix. The decision is important because the choice of W matrix determines the rest of the analysis. However, the procedure is not well defined and, usually, reflects the priors of the user. In the paper, we revise the literature looking for criteria to help with this problem. Also, a new nonparametric procedure is introduced. Our proposal is based on a measure of the information, conditional entropy, that uses information present in the data. We compare these alternatives by means of a Monte Carlo experiment.

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 37585.

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Date of creation: 2011
Date of revision:
Handle: RePEc:pra:mprapa:37585
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  1. Peter Burridge, 2012. "Improving the J Test in the SARAR Model by Likelihood-based Estimation," Spatial Economic Analysis, Taylor & Francis Journals, vol. 7(1), pages 75-107, March.
  2. R. Paci & S. Usai, 2007. "Knowledge flows across European regions," Working Paper CRENoS 200704, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  3. Henk Folmer & Johan Oud, 2008. "How to get rid of W: a latent variables approach to modelling spatially lagged variables," Environment and Planning A, Pion Ltd, London, vol. 40(10), pages 2526-2538, October.
  4. P Bodson & D Peeters, 1975. "Estimation of the coefficients of a linear regression in the presence of spatial autocorrelation. An application to a Belgian labour-demand function," Environment and Planning A, Pion Ltd, London, vol. 7(4), pages 455-472, April.
  5. Anselin, Luc, 2002. "Under the hood : Issues in the specification and interpretation of spatial regression models," Agricultural Economics, Blackwell, vol. 27(3), pages 247-267, November.
  6. Luisa Corrado & Bernard Fingleton, 2011. "Where is the economics in spatial econometrics?," LSE Research Online Documents on Economics 33581, London School of Economics and Political Science, LSE Library.
  7. L W Hepple, 1995. "Bayesian techniques in spatial and network econometrics: 1. Model comparison and posterior odds," Environment and Planning A, Pion Ltd, London, vol. 27(3), pages 447-469, March.
  8. L W Hepple, 1995. "Bayesian Techniques in Spatial and Network Econometrics: 1. Model Comparison and Posterior Odds," Environment and Planning A, , vol. 27(3), pages 447-469, March.
  9. Peter Burridge & Bernard Fingleton, 2010. "Bootstrap Inference in Spatial Econometrics: the J-test," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(1), pages 93-119.
  10. Conley, Timothy G. & Molinari, Francesca, 2007. "Spatial correlation robust inference with errors in location or distance," Journal of Econometrics, Elsevier, vol. 140(1), pages 76-96, September.
  11. S Openshaw, 1977. "Optimal zoning systems for spatial interaction models," Environment and Planning A, Pion Ltd, London, vol. 9(2), pages 169-184, February.
  12. Anselin, Luc, 2002. "Under the hood Issues in the specification and interpretation of spatial regression models," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 27(3), November.
  13. Hansen, Bruce E. & Racine, Jeffrey S., 2012. "Jackknife model averaging," Journal of Econometrics, Elsevier, vol. 167(1), pages 38-46.
  14. S Openshaw, 1977. "Optimal Zoning Systems for Spatial Interaction Models," Environment and Planning A, , vol. 9(2), pages 169-184, February.
  15. Matilla-Garci­a, Mariano & Ruiz Mari­n, Manuel, 2008. "A non-parametric independence test using permutation entropy," Journal of Econometrics, Elsevier, vol. 144(1), pages 139-155, May.
  16. Olivier Parent & James P. Lesage, 2007. "Bayesian Model Averaging for Spatial Econometric Models ," University of Cincinnati, Economics Working Papers Series 2007-02, University of Cincinnati, Department of Economics.
  17. repec:elg:eechap:3625_1 is not listed on IDEAS
  18. Esteban Fernández-Vázquez & Matías Mayor-Fernández & Jorge Rodríguez-Vález, 2009. "Estimating Spatial Autoregressive Models by GME-GCE Techniques," International Regional Science Review, , vol. 32(2), pages 148-172, April.
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