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Dynamic Models of Spatial Autocorrelation

Author

Listed:
  • L Hordijk

    (Department of Economics, Erasmus University, Rotterdam, The Netherlands)

  • P Nijkamp

    (Department of Economics, Free University, Amsterdam, 1011, The Netherlands)

Abstract

Dynamic models have been studied intensively during the last decade, particularly in the field of growth theory and diffusion analysis. Consequently, problems like temporal autocorrelation have received much attention. Recently the attention of econometricians has also concentrated on spatial autocorrelation, particularly in the field of spatial interaction models. The existence of spatial autocorrelation among spatially dispersed phenomena appears to lead to significant differences in the treatment of multiregional models. In this paper, attention will be focused on the formal aspects of dynamic spatial diffusion models. Some statistical measures for temporal-spatial autocorrelation will be constructed. In addition, a formal derivation of necessary extensions in estimation procedures for dynamic multiregional econometric models will be presented, particularly in the field of seemingly unrelated regressions and instrumental variables. The analysis will be illustrated by means of a dynamic explanatory model for the spatial dispersion of foreign workers in The Netherlands.

Suggested Citation

  • L Hordijk & P Nijkamp, 1977. "Dynamic Models of Spatial Autocorrelation," Environment and Planning A, , vol. 9(5), pages 505-519, May.
    • Handle: RePEc:sae:envira:v:9:y:1977:i:5:p:505-519
    DOI: 10.1068/a090505
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    References listed on IDEAS

    as
    1. Bartels, Cornelis P. A. & Hordijk, Leen, 1977. "On the power of the generalized Moran contiguity coefficient in testing for spatial autocorrelation among regression disturbances," Regional Science and Urban Economics, Elsevier, vol. 7(1-2), pages 83-101, March.
    2. Nerlove, Marc, 1971. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections," Econometrica, Econometric Society, vol. 39(2), pages 359-382, March.
    3. Durbin, J, 1970. "Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables," Econometrica, Econometric Society, vol. 38(3), pages 410-421, May.
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    Cited by:

    1. Fernando A. López & Román Mínguez & Jesús Mur, 2020. "ML versus IV estimates of spatial SUR models: evidence from the case of Airbnb in Madrid urban area," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 313-347, April.
    2. repec:asg:wpaper:1013 is not listed on IDEAS
    3. Javier Escobal & Maximo Torero, 2003. "Adverse Geography and Differences in Welfare in Peru," WIDER Working Paper Series DP2003-73, World Institute for Development Economic Research (UNU-WIDER).
    4. Jesús Mur & Fernando López & Marcos Herrera, 2010. "Testing for Spatial Effects in Seemingly Unrelated Regressions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(4), pages 399-440.
    5. Fernando López & Jesús Mur & Ana Angulo, 2014. "Spatial model selection strategies in a SUR framework. The case of regional productivity in EU," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 53(1), pages 197-220, August.
    6. Folmer, H. & Nijkamp, P., 1982. "Linear structural equation models with spatiotemporal auto- and cross- correlation," Serie Research Memoranda 0020, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    7. Luc Anselin, 2010. "Thirty years of spatial econometrics," Papers in Regional Science, Wiley Blackwell, vol. 89(1), pages 3-25, March.
    8. Nijkamp, P., 1978. "Decision models for planning against stagnation : paper presented at the Advanced Regional Science Summer Institute, Siegen, August 1978," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    9. Blommestein, H.J. & Nijkamp, P., 1983. "Testing the spatial scale and the dynamic structure in regional models : a contribution to spatial econometric specification analysis," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    10. Caliman, Tiziana & Di Bella, Enrico, 2011. "House Price Dynamics in Italy - La dinamica delle quotazioni immobiliari in Italia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 64(1), pages 37-65.
    11. Despotakis, V. & Giaoutzi, M. & Nijkamp, P., 1992. "Dynamic GIS models for regional sustainable development," Serie Research Memoranda 0056, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

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