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Autocorrélation spatiale et modèle de demande traitant des valeurs unitaires

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  • Agenor Lahatte

Abstract

We discuss the quantity and quality model proposed by Deaton (1987, 1988, 1990) for analyzing household demand from unit value data, with spatial structures of agents? decisions. A combination of Deaton?s methodology (1987, 1988, 1990) and Kelejian and Prucha?s procedure (1999) provides a method for estimating the spatial versions of Crawford, Laisney and Preston?s model (2003). However, this approach is problematic for identifying spatial parameters and requires spatial matrices with special structures. We conclude with a Monte Carlo study to illustrate the difficulties in estimating spatial autoregressions.

Suggested Citation

  • Agenor Lahatte, 2010. "Autocorrélation spatiale et modèle de demande traitant des valeurs unitaires," Economie & Prévision, La Documentation Française, vol. 0(2), pages 101-117.
    • Handle: RePEc:cai:ecoldc:ecop_193_0101
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