Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model

Fernando López and Coro Chasco Yrigoyen
Authors registered in the RePEc Author Service: Lopez Hernandez Fernando A ()

MPRA Paper from University Library of Munich, Germany

Abstract: The purpose of this article is to analyze if spatial dependence is a synchronic effect in the first-order spatial autoregressive model, SAR(1). Spatial dependence can be not only contemporary but also time-lagged in many socio-economic phenomena. In this paper, we use three Moran-based space-time autocorrelation statistics to evaluate the simultaneity of this spatial effect. A simulation study shed some light upon these issues, demonstrating the capacity of these tests to identify the structure (only instant, only time-lagged or both instant and time-lagged) of spatial dependence in most cases.

Keywords: Space-time dependence; Spatial autoregressive models; Moran’s I (search for similar items in EconPapers)
JEL-codes: C15 C21 C51 (search for similar items in EconPapers)
Date: 2007-03-03
New Economics Papers: this item is included in nep-ecm, nep-ets, nep-geo and nep-ure
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:1985

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