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7 - Spatial Econometrics

Published online by Cambridge University Press:  20 May 2020

George Grekousis
George Grekousis
Affiliation:
Sun Yat-Sen University (SYSU), China
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Summary

This chapter deals with

  • Spatial econometrics notions

  • Handling spatial dependence and spatial heterogeneity through spatial econometric models

  • Diagnostics for spatial dependence (Lagrange multiplier tests)

  • Spatial autoregressive model (SAR)

  • Spatial error model

  • Spatial filtering

  • Spatial regression with regimes

  • Spatial two-stage least squares (S2SLS)

  • Maximum likelihood

  • Generalized method of moments (GMM)

After a thorough study of the theory and lab sections, you will be able to

  • Distinguish which spatial regression method to use in order to account for spatial dependence and spatial heterogeneity

  • Interpret spatial diagnostics used in OLS regression that can guide you to the appropriate spatial regression model

  • Build spatial regression models and interpret results

  • Identify if spatial dependence or spatial heterogeneity is accounted for by the adopted method

  • Conduct spatial econometric analysis through GeoDa space

Keywords

spatial lag modelspatial error modelspatial filteringspatial regression with regimesmaximum likelihoodgeneralized methods of momentsspatial dependencespatial heterogeneity
Type
Chapter
Information
Spatial Analysis Methods and Practice
Describe – Explore – Explain through GIS
 , pp. 451 - 504
Publisher: Cambridge University Press
Print publication year: 2020

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