Specification and estimation of spatial linear regression models
Regional Science and Urban EconomicsPublished 1 September 1992
Raymond J.G.M. Florax, Henk Folmer
Citations211
SJR quartileQ1
SJR score1.92
SNIP1.77
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Abstract
Spatially correlated residuals lead to various serious problems in applied spatial research. In this paper several conventional specification and estimation procedures for models with spatially dependent residuals are compared with alternative procedures. The essence of the latter is a search procedure for spatially lagged variables. By incorporating the omitted spatially lagged variables into the model spatially dependent residuals may be remedied, in particular if the spatial dependence is substantive. The efficacy of the conventional and alternative procedures in small samples will be investigated by means of Monte Carlo techniques for an irregular lattice structure.
Keywords
Economics, Econometrics and Finance
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