6533b829fe1ef96bd128a36f

RESEARCH PRODUCT

On the property of diffusion in the spatial error model.

Julie Le GalloCem ErturSandy Dall'erbaCatherine Baumont

subject

Economics and Econometricsspatial analysisProperty (programming)0211 other engineering and technologiesMarkov processSample (statistics)02 engineering and technologysymbols.namesakeSpillover effect0502 economics and businessEconometricsEconomics[ SHS.ECO ] Humanities and Social Sciences/Economies and finances050207 economicsDiffusion (business)EconLit - Code JEL : C21[SHS.ECO] Humanities and Social Sciences/Economics and FinanceComputingMilieux_MISCELLANEOUSerror analysisMathematical modelautoregressionMarkov processes05 social sciences021107 urban & regional planningdiffusion processes[SHS.ECO]Humanities and Social Sciences/Economics and FinanceDiffusion processAutoregressive modelsymbolsmathematical models

description

International audience; The aim of this paper is to illustrate the property of global spillover effects in the first-order spatial autoregressive error model and the associated diffusion process of spatial shocks. An application is provided on a sample of 145 regions over 1989–1999 and highlights the most influential regions.

yearjournalcountryeditionlanguage
2005-07-15
https://shs.hal.science/halshs-00007822