Unit Roots and Deterministic Trends in Spatial Econometric Models

Jesus Mur and F. Javier Trívez

International Regional Science Review, 2003, vol. 26, issue 3, 289-312

Abstract: This article reflects on the relevance of the concept of unit roots in the spatial context. The initial introduction of this topic in the time-series literature caused significant changes in the mainstream econometric methodology. However, the literature specialized in spatial econometric modeling has not extensively dealt with this issue. The current article continues the discussion of the concept of unit roots employed in a spatial context and presents a series of peculiarities that should be noticed. Subsequently, attention focuses on the topic of deterministic trends associated with the scale factor that intervenes in autoregressive spatial processes. The incidence of this type of trend should not be neglected. It induces the risk of finding spurious correlation that should be taken into account.

Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:sae:inrsre:v:26:y:2003:i:3:p:289-312

DOI: 10.1177/0160017603253790

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