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Instability in spatial error models: an application to the hypothesis of convergence in the European case

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  • Jesús Mur
  • Fernando López
  • Ana Angulo

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  • Jesús Mur & Fernando López & Ana Angulo, 2010. "Instability in spatial error models: an application to the hypothesis of convergence in the European case," Journal of Geographical Systems, Springer, vol. 12(3), pages 259-280, September.
    • Handle: RePEc:kap:jgeosy:v:12:y:2010:i:3:p:259-280
    DOI: 10.1007/s10109-009-0101-0
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    References listed on IDEAS

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    1. Enrique López‐Bazo & Esther Vayá & Manuel Artís, 2004. "Regional Externalities And Growth: Evidence From European Regions," Journal of Regional Science, Wiley Blackwell, vol. 44(1), pages 43-73, February.
    2. Quah, Danny T., 1996. "Regional convergence clusters across Europe," European Economic Review, Elsevier, vol. 40(3-5), pages 951-958, April.
    3. Durlauf, Steven N. & Johnson, Paul A. & Temple, Jonathan R.W., 2005. "Growth Econometrics," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.),Handbook of Economic Growth, edition 1, volume 1, chapter 8, pages 555-677, Elsevier.
    4. Piet Rietveld & Patrick Wintershoven, 1998. "Border Effects And Spatial Autocorrelation In The Supply Of Network Infrastructure," Papers in Regional Science, Wiley Blackwell, vol. 77(3), pages 265-276, July.
    5. C Brunsdon & A S Fotheringham & M Charlton, 1998. "Spatial Nonstationarity and Autoregressive Models," Environment and Planning A, , vol. 30(6), pages 957-973, June.
    6. Durlauf, Steven N. & Kourtellos, Andros & Minkin, Artur, 2001. "The local Solow growth model," European Economic Review, Elsevier, vol. 45(4-6), pages 928-940, May.
    7. Cem Ertur & Wilfried Koch, 2007. "Growth, technological interdependence and spatial externalities: theory and evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 1033-1062.
    8. Bernard Fingleton & Enrique López‐Bazo, 2006. "Empirical growth models with spatial effects," Papers in Regional Science, Wiley Blackwell, vol. 85(2), pages 177-198, June.
    9. Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February.
    10. Fernando LOPEZ & Ana ANGULO & Jesús MUR, 2009. "Maps Of Continuous Spatial Dependence," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 30, pages 11-34.
    11. Philippe Aghion & Steven Durlauf (ed.), 2005. "Handbook of Economic Growth," Handbook of Economic Growth, Elsevier, edition 1, volume 1, number 1.
    12. Costas Megir & Danny Quah, 1996. "Regional Convergence Clusters Across Europe," CEP Discussion Papers dp0274, Centre for Economic Performance, LSE.
    13. Olivier Parent & Stéphane Riou, 2005. "Bayesian Analysis of Knowledge Spillovers in European Regions," Journal of Regional Science, Wiley Blackwell, vol. 45(4), pages 747-775, November.
    14. Maria ABREU & Henri L.F. DE GROOT & Raymond J.G.M. FLORAX, 2005. "Space And Growth: A Survey Of Empirical Evidence And Methods," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 21, pages 13-44.
    15. Sergio J. Rey & Mark V. Janikas, 2005. "Regional convergence, inequality, and space," Journal of Economic Geography, Oxford University Press, vol. 5(2), pages 155-176, April.
    16. Bernard Fingleton (ed.), 2003. "European Regional Growth," Advances in Spatial Science, Springer, number 978-3-662-07136-6.
    17. Jesús Mur & Ana Angulo, 2006. "The Spatial Durbin Model and the Common Factor Tests," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(2), pages 207-226.
    18. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
    19. Cem Ertur & James Lesage, 2006. "Local versus global convergence in Europe : a bayesian spatial econometric approach," Post-Print hal-00485025, HAL.
    20. Quah, Danny, 1996. "Regional Convergence Clusters Across Europe," CEPR Discussion Papers 1286, C.E.P.R. Discussion Papers.
    21. Achim Zeileis & Friedrich Leisch & Christian Kleiber & Kurt Hornik, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121, January.
    22. Jesús Mur & Fernando López & Ana Angulo, 2009. "Testing the hypothesis of stability in spatial econometric models," Papers in Regional Science, Wiley Blackwell, vol. 88(2), pages 409-444, June.
    23. repec:rre:publsh:v:37:y:2007:i:1:p:82-108 is not listed on IDEAS
    24. Peter Egger & Michael Pfaffermayr, 2006. "Spatial convergence," Papers in Regional Science, Wiley Blackwell, vol. 85(2), pages 199-215, June.
    25. Maria Abreu & Henri L.F. de Groot & Raymond J.G.M. Florax, 2004. "Space and Growth," Tinbergen Institute Discussion Papers 04-129/3, Tinbergen Institute.
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    Cited by:

    1. Manfred M. Fischer & James P. LeSage, 2015. "A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe," Papers in Regional Science, Wiley Blackwell, vol. 94(4), pages 677-702, November.
    2. Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
    3. López-Hernández, Fernando A., 2013. "Second-order polynomial spatial error model. Global and local spatial dependence in unemployment in Andalusia," Economic Modelling, Elsevier, vol. 33(C), pages 270-279.
    4. Maza, Adolfo & Hierro, María & Villaverde, José, 2012. "Income distribution dynamics across European regions: Re-examining the role of space," Economic Modelling, Elsevier, vol. 29(6), pages 2632-2640.
    5. Bartlomiej Rokicki & Geoffrey J.D. Hewings, 2017. "The impact of the regional price deflators on regional income convergence in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 48(6), pages 531-556.
    6. Łukasz Piętak, 2022. "Regional disparities, transmission channels and country's economic growth," Journal of Regional Science, Wiley Blackwell, vol. 62(1), pages 270-306, January.
    7. Paolo Postiglione & Maria Simona Andreano & Roberto Benedetti, 2017. "Spatial Clusters in EU Productivity Growth," Growth and Change, Wiley Blackwell, vol. 48(1), pages 40-60, March.

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    More about this item

    Keywords

    Spatial dependence; Spatial instability; Monte Carlo; Regional convergence; C21; C50; R15;
    All these keywords.

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • R15 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods

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