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Econometría espacial usando Stata. Breve guía aplicada para datos de corte transversal

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  • Marcos Herrera Gomez

    (CONICET-IELDE/UNSa)

Abstract

This document aims to present the common tools within Stata to estimate and test spatial econometric models. This paper contains an exploratory analysis of spatial data and a range of simple and complex spatial regression models. The guide can be used as a manual to apply spatial econometrics in the context of Stata software. The database and codes used in the different sections are available to replicate step by step procedure.

Suggested Citation

  • Marcos Herrera Gomez, 2015. "Econometría espacial usando Stata. Breve guía aplicada para datos de corte transversal," Working Papers 13, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
    • Handle: RePEc:slt:wpaper:13
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    File URL: http://economicas.unsa.edu.ar/ielde/archivos/docTrabajo/items_upload_WPIelde_Nro13.pdf
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    References listed on IDEAS

    as
    1. Kelejian, Harry H. & Prucha, Ingmar R., 2010. "Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances," Journal of Econometrics, Elsevier, vol. 157(1), pages 53-67, July.
    2. Marcos Herrera & Jesús Mur & Manuel Ruiz, 2016. "Detecting causal relationships between spatial processes," Papers in Regional Science, Wiley Blackwell, vol. 95(3), pages 577-594, August.
    3. Roger Bivand, 2002. "Spatial econometrics functions in R: Classes and methods," Journal of Geographical Systems, Springer, vol. 4(4), pages 405-421, December.
    4. Stephen Gibbons & Henry G. Overman, 2012. "Mostly Pointless Spatial Econometrics?," Journal of Regional Science, Wiley Blackwell, vol. 52(2), pages 172-191, May.
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    6. P. Wilner Jeanty, 2010. "SPLAGVAR: Stata module to generate spatially lagged variables, construct the Moran Scatter plot, and calculate Moran's I statistics," Statistical Software Components S457112, Boston College Department of Economics, revised 09 Aug 2012.
    7. 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, vol. 17(1), pages 99-121, July.
    8. David M. Drukker & Ingmar Prucha & Rafal Raciborski, 2013. "A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables," Stata Journal, StataCorp LP, vol. 13(2), pages 287-301, June.
    9. Irani Arraiz & David M. Drukker & Harry H. Kelejian & Ingmar R. Prucha, 2010. "A Spatial Cliff‐Ord‐Type Model With Heteroskedastic Innovations: Small And Large Sample Results," Journal of Regional Science, Wiley Blackwell, vol. 50(2), pages 592-614, May.
    10. 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.
    11. Leen Hordijk, 1979. "Problems In Estimating Econometric Relations In Space," Papers in Regional Science, Wiley Blackwell, vol. 42(1), pages 99-115, January.
    12. Bivand, Roger & Piras, Gianfranco, 2015. "Comparing Implementations of Estimation Methods for Spatial Econometrics," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i18).
    13. David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski, 2013. "Creating and managing spatial-weighting matrices with the spmat command," Stata Journal, StataCorp LP, vol. 13(2), pages 242-286, June.
    14. Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
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    17. repec:rri:wpaper:201301 is not listed on IDEAS
    18. David M. Drukker & Peter Egger & Ingmar R. Prucha, 2013. "On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 686-733, August.
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    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Carlos Daniel Navarro, 2015. "Migración y Desempleo: Un análisis espacial para el Noroeste Argentino," Working Papers 14, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
    2. Herrera Gómez, Marcos, 2017. "Fundamentos de Econometría Espacial Aplicada [Fundamentals of Applied Spatial Econometrics]," MPRA Paper 80871, University Library of Munich, Germany.
    3. Natalia Porto & Natalia Espinola, 2019. "Labor income inequalities and tourism development in Argentina: A regional approach," Tourism Economics, , vol. 25(8), pages 1265-1285, December.
    4. María Emilia Bullano, 2020. "El impacto de las variaciones del tipo de cambio sobre el valor de la tierra urbana. ¿El mercado inmobiliario está totalmente dolarizado?," Asociación Argentina de Economía Política: Working Papers 4317, Asociación Argentina de Economía Política.

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