Spatial Econometrics Methods and Models

Jul 18, 2026

Uploaded by Aurelia

Spatial Econometrics: Methods and Models presents a structured foundation for analyzing econometric relationships where spatial dependence and spatial effects matter. It develops the formal expression of spatial effects through concepts such as neighbors, spatial contiguity matrices, spatial weight matrices, and spatial lag operators, while addressing issues like the modifiable areal unit problem. The book classifies spatial econometric models, studies spatial stochastic processes, and covers estimation and inference methods including maximum likelihood, instrumental variables, Bayesian approaches, robust methods, bootstrapping, and tests such as Moran’s I.

LanguageEnglish

CategoryResearch & Report

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Pages294

Reading Time12 h 21 min

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THE SCOPE OF SPATIAL ECONOMETRICS

Spatial Econometrics and Regional Science

Spatial Effects

THE FORMAL EXPRESSION OF SPATIAL EFFECTS

Neighbors in Space

Spatial Contiguity Matrices

General Spatial Weight Matrices

Spatial Lag Operators

Problems with the Concept of Space in the Formal Expression of Spatial Effects

A TYPOLOGY OF SPATIAL ECONOMETRIC MODELS

A General Classification of Models

Taxonomy of Spatial Linear Regression Models for Cross-Section Data

Taxonomy of Spatial Linear Regression Models for Space-Time Data

SPATIAL STOCHASTIC PROCESSES: TERMINOLOGY AND GENERAL PROPERTIES

Properties of Spatial Stochastic Processes

Asymptotic Approaches to Spatial Processes

ESTIMATION AND HYPOTHESIS TESTING

The Maximum Likelihood Approach to Spatial Process Models

Alternative Approaches to Inference in Spatial Process Models

Spatial Dependence in Regression Error Terms

# SPATIAL ECONOMETRICS:METHODS AND MODELS STUDIES IN OPERATIONAL REGIONAL SCIENCE Folmer,H.,Regional Economic Policy.1986.ISBN 90-247-3308-1. Brouwer,F.,Integrated Environmental Modelling:Design and Tools.1987.ISBN 90-247-3519-X. Toyomane,N.,Multiregional Input-Output Models in Long-Run Simulation. 1988.ISBN 90-247-3679-X. # Spatial Econometrics:Methods and Models by Luc Anselin Departments of Geography and Economics,University of California,Santa Barbara Library of Congress Cataloging in Publication Data Anselin,Luc,1953- Spatial econometrics:methods and models /by Luc Anselin.p. cm.--(Studies in operat ional regional science) Includes index. ISBN 978-94-015-7799-1(eBook) ISBN 978-90-481-8311-1 DOI 10.1007/978-94-015-7799-1 1.Space in econom1cs--Econometric models. 2.Regional economics--Econometric mode ls.I.Title. II.Series.HB199.A491988330'.028--dc 1988-16971CIP ISBN 978-90-481-8311-1 printed on acid free paper 02-0692-200 ts All Rights Reserved 1988 by Springer Science+Business Media DordrechtOriginally published by Kluwer Academic Publishers in 1988 No part of the material protected by this copyright notice may be reproduced orutilized in any form or by any means,electronic or mechanicalincluding photocopying,recording or by any information storage andretrieval system,without written permission from the copyright owner to E.T. # TABLE OF CONTENTS List of TablesList of FiguresPrefaceCHAPTER 1:INTRODUCTION1PART I:FOUNDATIONS FOR THE ECONOMETRIC ANALYSIS OFSPATIAL PROCESSES57 XV # THE SCOPE OF SPATIAL ECONOMETRICS ## CHAPTER 2: 2.1.Spatial Econometrics and Regional Science7 2.1.1.Spatial Econometrics and Standard Econometrics8 2.1.2.Spatial Econometrics and Spatial Statistics10 2.2.Spatial Effects11 2.2.1.Spatial Dependence11 2.2.2.Spatial Heterogeneity13THE FORMAL EXPRESSION OF SPATIAL EFFECTS16 ## CHAPTER 3: 3.1.The Formal Expression of Connectivity in Space16 3.1.1.Neighbors in Space16 3.1.2.Spatial Contiguity Matrices17 3.1.3.General Spatial Weight Matrices19 3.1.4.Spatial Lag Operators22 3.1.5.Circularity and Redundancy in Spatial Lag Operators24 3.2.Problems with the Concept of Space in the Formal Expressionof Spatial Effects26 3.2.1.The Modifiable Areal Unit Problem26 3.2.2.Properties of Spatial Weight Matrices28 ## CHAPTER 4: # A TYPOLOGY OF SPATIAL ECONOMETRIC MODELS 32 4.1.A General Classification of Models32 4.2.A Taxonomy of Spatial Linear Regression Modelsfor Cross-Section Data34 4.3.A Taxonomy of Spatial Linear Regression Modelsfor Space-Time Data36CHAPTER 5:SPATIAL STOCHASTIC PROCESSES:TERMINOLOGYAND GENERAL PROPERTIES41 5.1.Properties of Spatial Stochastic Processes41 5.1.1.Definitions41 5.1.2.Stationarity and Isotropy42 5.1.3.Locally Covariant Random Fields44 5.1.4.Mixing Sequences45 5.2.Asymptotic Approaches to Spatial Processes46 5.2.1.Asymptotic Convergence47 5.2.2.Laws of Large Numbers 4849 5.2.3.Central Limit

FAQs

What does the book cover in the scope of spatial econometrics?

It defines spatial econometrics in relation to regional science, distinguishes it from standard econometrics and spatial statistics, and introduces spatial effects such as spatial dependence and spatial heterogeneity.

How are spatial effects formally represented?

The formal expression uses neighbors in space, spatial contiguity matrices, general spatial weight matrices, and spatial lag operators, along with discussion of problems like the modifiable areal unit problem.

Which estimation and inference approaches are presented for spatial process models?

The text treats maximum likelihood estimation, highlights limitations of ordinary least squares in the presence of spatially lagged dependent variables or spatial residual autocorrelation, and also covers instrumental variables, Bayesian methods, robust approaches, bootstrapping, and tests such as Moran’s I.

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