López, Fernando and Chasco, Coro (2007): Timetrend in spatial dependence: Specification strategy in the firstorder 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 firstorder spatial autoregressive model, SAR(1). Spatial dependence can be not only contemporary but also timelagged in many socioeconomic phenomena. In this paper, we use three Moranbased spacetime 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 timelagged or both instant and timelagged) of spatial dependence in most cases.
Item Type:  MPRA Paper 

Institution:  Universidad Autónoma de Madrid 
Original Title:  Timetrend in spatial dependence: Specification strategy in the firstorder spatial autoregressive model 
Language:  English 
Keywords:  Spacetime dependence; Spatial autoregressive models; Moran’s I 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C15  Statistical Simulation Methods: General C  Mathematical and Quantitative Methods > C5  Econometric Modeling > C51  Model Construction and Estimation C  Mathematical and Quantitative Methods > C2  Single Equation Models ; Single Variables > C21  CrossSectional Models ; Spatial Models ; Treatment Effect Models ; Quantile Regressions 
Item ID:  1985 
Depositing User:  Coro Chasco 
Date Deposited:  03 Mar 2007 
Last Modified:  27 Sep 2019 21:15 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/1985 