On Joint Modelling and Testing for Local and Global Spatial Externalities

Zhenlin Yang

No 25-2006, Working Papers from Singapore Management University, School of Economics

Abstract: This paper concerns the joint modeling, estimation and testing for local and global spatial externalities. Spatial externalities have become in recent years a standard notion of economic research activities in relation to social interactions, spatial spillovers and dependence, etc., and have received an increasing attention by econometricians and applied researchers. While conceptually the principle underlying the spatial dependence is straightforward, the precise way in which this dependence should be included in a regression model is complex. Following the taxonomy of Anselin (2003, International Regional Science Review 26, 153-166), a general model is proposed, which takes into account jointly local and global externalities in both modelled and unmodelled effects. The proposed model encompasses all the models discussed in Anselin (2003). Robust methods of estimation and testing are developed based on Gaussian quasi-likelihood. Large and small sample properties of the proposed methods are investigated.

Keywords: Asymptotic property; Finite sample property; Quasi-likelihood; Spatial regression models; Robustness; Tests of spatial externalities. (search for similar items in EconPapers)
JEL-codes: C1 C2 C5 (search for similar items in EconPapers)
Date: 2006-10
New Economics Papers: this item is included in nep-ecm, nep-geo, nep-sea and nep-ure
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in SMU Economics and Statistics Working Paper Series

Downloads: (external link)
https://mercury.smu.edu.sg/rsrchpubupload/7315/ZLYang1006.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Server closed connection without sending any data back

Related works:
Working Paper: On Joint Modelling and Testing for Local and Global Spatial Externalities (2006)
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:siu:wpaper:25-2006

Ordering information: This working paper can be ordered from

Access Statistics for this paper

More papers in Working Papers from Singapore Management University, School of Economics Contact information at EDIRC.
Bibliographic data for series maintained by QL THor ().