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

López, Fernando and Chasco, Coro (2007): Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model.

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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.

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