Search results for "Économétrie"

Les limites de la procédure d'estimation de Kmenta d'une fonction CES généralisée

1982

Essay on the integration of interactions in the treatment effect evaluation : the contribution of spatial econometrics methods

2015

This thesis focuses on the integration of interactions in the estimation of the public policy’s effect. Indeed, the estimation standard methods usually rely on strong assumptions that exclude partially or completely the interaction effect both in the selection process of beneficiaries and in the performance of the policy. However, the validity of these assumptions is questionable, particularly in the context of a non-experimental policy because an individual according as it is the beneficiary or not the policy, is not isolated: he interacts with his neighborhood. Thus, the estimated effect of the policy by traditional methods is likely to be biased (underestimation or overestimation) theref…

Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire

2002

Spatial Econometrics : Automatic Spatial Correlation in Linear Regression Models. The aim of this article is to describe the tools necessary to factor in automatic spatial correlation determined by the absence of independence between geographical observations, within the framework of linear regression models. While it is often accepted that spatial data in cross-sections are independent, this assumption is rarely justified. On the contrary, it needs to be tested systematically. After explaining the ways in which to model automatic spatial correlation, we therefore describe estimation and inference procedures geared to econometric models that factor in this effect explicitly. Lastly, we prop…

Interactions, spillovers de connaissance et croissance des villes européennes. Faut-il préférer la géographie, le climat institutionnel ou les réseau…

2013

Knowledge spillovers within urban economies are also sources of spillovers between cities. We examine how knowledge spillovers influenced the economic growth of 82 European metropolises over the 1990-2005 period. We model knowledge spillovers between cities on the basis of five specific interaction patterns based on geography, networks of multinational firms in advanced services, institutional climate and two combinations of these factors. Spatial models are estimated to detail the effects of growth factors in terms of spillovers and externalities. We show that spillovers are local rather than global and that interactions among cities accelerate the convergence process based on gross value …

Généralisation de l'analyse des transformations aux modèles simultanés

1979

International audience

Nature et impacts des effets spatiaux sur les valeurs immobilières : le cas de l'espace urbanisé francilien

2013

International audience

NEIGHBORHOOD EFFECTS IN SPATIAL HOUSING VALUE MODELS. THE CASE OF THE METROPOLITAN AREA OF PARIS (1999)

2009

In hedonic housing models, the spatial dimension of housing values are traditionally processed by the impact of neighborhood variables and accessibility variables. In this paper we show that spatial effects might remain once neighborhood effects and accessibility have been controlled for. We notably stress on three sides of neighborhood effects: social capital, social status and social externalities and consider the accessibility to the primary economic center as describing the urban spatial trend. Using spatial econometrics specifications of the hedonic equation, we estimate whether spatial effects impact the housing values. Our empirical case concerns the Metropolitan Area (MA) of Paris i…

L'économétrie des variables qualitatives

1978

International audience

Une nouvelle méthode d'analyse des réseaux

1994

International audience

Clubs de convergence et effets de débordements géographiques : une analyse spatiale sur données régionales européennes, 1980-1995

2007

Our article offers an econometric model of spatial interactions for the empirical analysis of growth in European regions over the period 1980-1995. The model detects spatial spillover effects and makes it possible to take account of the European economy’s strong polarization. More specifically, by factoring in both spatial autocorrelation and spatial heterogeneity, we characterize the economic polarization pattern in European regions, identify convergence clubs, and model them as spatial regimes. We estimate a two-regime model with spatially autocorrelated errors and show that the convergence process differs between the two regimes. We find a strongly significant spatial spillover effect : …