โ Scribed by Luc Anselin (auth.)
No coin nor oath required. For personal study only.
Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.
Front Matter....Pages i-xvi
Introduction....Pages 1-3
Front Matter....Pages 5-5
The Scope of Spatial Econometrics....Pages 7-15
The Formal Expression of Spatial Effects....Pages 16-31
A Typology of Spatial Econometric Models....Pages 32-40
Spatial Stochastic Processes: Terminology and General Properties....Pages 41-54
Front Matter....Pages 55-55
The Maximum Likelihood Approach to Spatial Process Models....Pages 57-80
Alternative Approaches to Inference in Spatial Process Models....Pages 81-99
Spatial Dependence in Regression Error Terms....Pages 100-118
Spatial Heterogeneity....Pages 119-136
Models in Space and Time....Pages 137-168
Problem Areas in Estimation and Testing for Spatial Process Models....Pages 169-179
Operational Issues and Empirical Applications....Pages 180-220
Front Matter....Pages 221-221
Model Validation and Specification Tests in Spatial Econometric Models....Pages 223-242
Model Selection in Spatial Econometric Models....Pages 243-252
Conclusions....Pages 253-254
Back Matter....Pages 255-284
Econometrics; Quantitative Geography; Methodology of the Social Sciences
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