6533b7ddfe1ef96bd12740a3
RESEARCH PRODUCT
Hétérogénéité spatiale : principes et méthodes
Julie Le Gallosubject
spatial econometrics ; spatial heterogeneity ; structural instability ; heteroscedasticity ; JEL Classification C51 - C52 - R15hétérogénéité spatiale ; économétrie spatiale ; Classification JEL C51 - C52 - R15 ; hétéroscédasticité ; instabilité structurelleGeographyBusiness and International ManagementGeneral Economics Econometrics and FinanceHumanitiesdescription
Spatial Heterogeneity : Principles and Methods This article has a dual purpose . First , it describes the main econometric specifications which can be used to represent spatial heterogeneity , reflected in an instability of parameters in space and / or a heteroscedasticity of error terms . Only the specifications valid in cross-section are examined . Second , it explains the links between spatial heterogeneity and autocorrelation , the other major feature of localised data , defined by the absence of independence between geographical observations . In particular , we look at the extent to which traditional tests of heteroscedasticity or instability need to be amended to take account of spatial autocorrelation . An application designed to illustrate the main models and the different tests is also proposed . Key-words : spatial heterogeneity , spatial econometrics , structural instability , heteroscedasticity
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2004-03-01 | Économie & prévision |