Spatial Econometrics: Methods and Models
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 severa
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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 AnseIin Departments of Geography and Economics, University of California, Santa Barbara
SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.
Library of Congress Cataloging in Publication Data
Ansel in, Luc, 1953Spatial econometrics methods and models I by Luc Anselin. p. cm. -- (Studies in operational regional science) Includes index. ISBN 978-90-481-8311-1 ISBN 978-94-015-7799-1 (eBook) DOI 10.1007/978-94-015-7799-1
1. Space in economlcs--Econometric models. 2. Regional economics-Econometric models. I. Title. 11. Serles. HB199.A49 1988 330' .028--dc19 88-16971
CIP
ISBN 978-90-481-8311-1
printed on acid free paper
02-0692-200 ts
All Rights Reserved
© 1988 by Springer Science+Business Media Dordrecht Originally published by Kluwer Academic Publishers in 1988 No part of the material protected by this copyright notice may be reproduced or utilized in any form or by any means, electronic or mechanical including photocopying, recording or by any information storage and retrieval system, without written permissian fram the copyright awner
to E.T.
TABLE OF CONTENTS List of Tables List of Figures Preface
CHAPTER 1: PART I:
xiii xiv xv
INTRODUCTION FOUNDATIONS FOR THE ECONOMETRIC ANALYSIS OF SP ATIAL PROCESSES
CHAPTER Z: THE SCOPE OF SPATIAL ECONOMETRICS 2.1. Spatial Econometrics and Regional Science 2.1.1. Spatial Econometrics and Standard Econometrics 2.1.2. Spatial Econometrics and Spatial Statistics 2.2. Spatial Effects 2.2.1. Spatial Dependence 2.2.2. Spatial Heterogeneity CHAPTER S: THE FORMAL EXPRESSION OF SPATIAL EFFECTS 3.1. The Formal Expression of Connectivity in Space 3.1.1. Neighbors in Space 3.1.2. Spatial Contiguity Matrices 3.1.3. General Spatial Weight Matrices 3.1.4. Spatial Lag Operators 3.1.5. Circularity and Redundancy in Spatial Lag Operators 3.2. Problems with the Concept of Space in the Formal Expression of Spatial Effects 3.2.1. The Modifiable Areal Unit Problem 3.2.2. Properties of Spatial Weight Matrices CHAPTER 4: A TYPOLOGY 01 SPATIAL ECONOMETRIC MODELS 4.1. A General Classification of Models 4.2. A Taxonomy of Spatial Linear Regression Models for Cross-Section Data 4.3. A Taxonomy of Spatial Linear Regression Models for Space- Time Data CHAPTER 5: 5.1. 5.1.1. 5.1.2. 5.1.3. 5.1.4. 5.2. 5.2.1. 5.2.2. 5.2.3.
SPATIAL STOCHASTIC PRO CES SES: TERMINOLOGY AND GENERAL PROPERTIES Properties of Spatial Stochastic Processes Definitions Stationarity and Isotropy Locally Covariant Random Fields Mixing Sequences Asymptotic Approaches to Spatial Processes Asymptotic Convergence Laws of Large Numbers Central Limit Theorems for Spatial Processes
1 5 7 7 8 10 11 11
13 16 16 16
17 19 22 24
26 26 28 32 32 34 36
41 41 41
42
44
45 46
47
48
49
viii 5.3. 5.3.
