EconPapers    
Economics at your fingertips  
 

Endogeneité et autocorrélation spatiale: quelle utilité pour le modèle de Durbin ?

Bernard Fingleton () and Julie Le Gallo ()

Revue d'économie régionale et urbaine, 2012, vol. février, issue 1, 3-17

Abstract: This article focuses on the endogeneity problem in a spatial framework. We analyze the case where endogeneity comes from an omitted variable, which is spatially autocorrelated. We show, both theoretically and with Monte-Carlo simulations, that one way to decrease the omitted variable bias is to estimate a spatial Durbin model, which includes an endogenous spatial lag and exogenous spatial lag variables. The simulations also show that the bias and RMSE of the estimators obtained with the spatial Durbin model remain relatively low in the case of quasi non-stationarity.

Keywords: endogeneity; omitted variables; spatial autocorrelation (search for similar items in EconPapers)
Date: 2012
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://www.cairn.info/load_pdf.php?ID_ARTICLE=RERU_121_0003 (application/pdf)
http://www.cairn.info/revue-d-economie-regionale-et-urbaine-2012-1-page-3.htm (text/html)
free

Related works:
Journal Article: Endogeneité et autocorrélation spatiale: quelle utilité pour le modèle de Durbin ? (2012) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cai:rerarc:reru_121_0003

Access Statistics for this article

More articles in Revue d'économie régionale et urbaine from Armand Colin
Bibliographic data for series maintained by Jean-Baptiste de Vathaire ().

 
Page updated 2021-08-04
Handle: RePEc:cai:rerarc:reru_121_0003