Pub Date : 2020-11-17DOI: 10.1007/s43071-020-00007-8
F. Cappelli, Caterina Conigliani, V. Costantini, K. Lelo, A. Markandya, Elena Paglialunga, Giorgia Sforna
{"title":"Do spatial interactions fuel the climate-conflict vicious cycle? The case of the African continent","authors":"F. Cappelli, Caterina Conigliani, V. Costantini, K. Lelo, A. Markandya, Elena Paglialunga, Giorgia Sforna","doi":"10.1007/s43071-020-00007-8","DOIUrl":"https://doi.org/10.1007/s43071-020-00007-8","url":null,"abstract":"","PeriodicalId":237473,"journal":{"name":"Journal of Spatial Econometrics","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131062264","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-10-23DOI: 10.1007/s43071-020-00005-w
M. Fischer, J. LeSage
{"title":"Network dependence in multi-indexed data on international trade flows","authors":"M. Fischer, J. LeSage","doi":"10.1007/s43071-020-00005-w","DOIUrl":"https://doi.org/10.1007/s43071-020-00005-w","url":null,"abstract":"","PeriodicalId":237473,"journal":{"name":"Journal of Spatial Econometrics","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122439879","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The steadily growing access to high-quality spatio-temporal crime count data with a high level of spatial detail allows to uncover interesting relationships between crime types within and between small regional units. Data coherent forecasting of such counts has to take the integer and non-negative nature of the data into account. Spatial panel data models that meet the criterion of coherency are relatively sparse. This paper proposes a new spatial panel regression framework with fixed effects to overcome these shortcomings. Depending on whether time dynamic effects are included in the model specification, estimation and inference are based either on a pseudo maximum likelihood method or on quasi-differenced generalized methods of moments. The models’ usefulness is demonstrated in a forecasting exercise of monthly crime counts at census tract level from Pittsburgh, Pennsylvania.
{"title":"Spatial panel count data: modeling and forecasting of urban crimes","authors":"S. Glaser, Robert C. Jung, Karsten Schweikert","doi":"10.2139/ssrn.3701642","DOIUrl":"https://doi.org/10.2139/ssrn.3701642","url":null,"abstract":"The steadily growing access to high-quality spatio-temporal crime count data with a high level of spatial detail allows to uncover interesting relationships between crime types within and between small regional units. Data coherent forecasting of such counts has to take the integer and non-negative nature of the data into account. Spatial panel data models that meet the criterion of coherency are relatively sparse. This paper proposes a new spatial panel regression framework with fixed effects to overcome these shortcomings. Depending on whether time dynamic effects are included in the model specification, estimation and inference are based either on a pseudo maximum likelihood method or on quasi-differenced generalized methods of moments. The models’ usefulness is demonstrated in a forecasting exercise of monthly crime counts at census tract level from Pittsburgh, Pennsylvania.","PeriodicalId":237473,"journal":{"name":"Journal of Spatial Econometrics","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129209819","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-07-30DOI: 10.1007/s43071-020-00003-y
A. Bera, Osman Doğan, Suleyman Taspinar, Monalisa Sen
{"title":"Specification tests for spatial panel data models","authors":"A. Bera, Osman Doğan, Suleyman Taspinar, Monalisa Sen","doi":"10.1007/s43071-020-00003-y","DOIUrl":"https://doi.org/10.1007/s43071-020-00003-y","url":null,"abstract":"","PeriodicalId":237473,"journal":{"name":"Journal of Spatial Econometrics","volume":"46 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123767713","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-02-03DOI: 10.1007/s43071-020-0001-4
Xiaodong Liu
{"title":"GMM identification and estimation of peer effects in a system of simultaneous equations","authors":"Xiaodong Liu","doi":"10.1007/s43071-020-0001-4","DOIUrl":"https://doi.org/10.1007/s43071-020-0001-4","url":null,"abstract":"","PeriodicalId":237473,"journal":{"name":"Journal of Spatial Econometrics","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122237299","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-11-18DOI: 10.1007/s43071-020-00006-9
Yukiko Abe, Mizuki Kawabata, Yuki Shibatsuji
{"title":"Spatial clustering patterns of children in single-mother households in Japan","authors":"Yukiko Abe, Mizuki Kawabata, Yuki Shibatsuji","doi":"10.1007/s43071-020-00006-9","DOIUrl":"https://doi.org/10.1007/s43071-020-00006-9","url":null,"abstract":"","PeriodicalId":237473,"journal":{"name":"Journal of Spatial Econometrics","volume":"61 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131080070","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Anil K. Bera, Osman Doğan, Suleyman Taspinar, Monalisa Sen
Specification of a model is one of the most fundamental problems in econometrics. In practice, specification tests are generally carried out in a piecemeal fashion, for example, testing the presence of one-effect at a time ignoring the potential presence of other forms of misspecification. Many of the suggested tests in the literature require estimation of complex models and even then those tests cannot account for multiple forms of departures from the model under the null hypothesis. Using Bera and Yoon (Econom Theory 9(04):649–658, 1993) general test principle and a spatial panel model framework, we first propose an overall test for “all” possible misspecification. Then, we derive adjusted Rao’s score tests for random effect, serial correlation, spatial lag and spatial error, which can identify the definite cause(s) of rejection of the basic model and thus aiding in the steps for model revision. For empirical researchers, our suggested procedures provide simple strategies for model specification search employing only the ordinary least squares residuals from a standard linear panel regression. Through an extensive simulation study, we evaluate the finite sample performance of our suggested tests and some of the existing procedures. We find that our proposed tests have good finite sample properties both in terms of size and power. Finally, to illustrate the usefulness of our procedures, we provide an empirical application of our test strategy in the context of the convergence theory of incomes of different economies, which is a widely studied empirical problem in macro-economic growth theory. Our empirical illustration reveals the problems in using and interpreting unadjusted tests, and demonstrates how these problems are rectified in using our proposed adjusted tests.
{"title":"Specification tests for spatial panel data models","authors":"Anil K. Bera, Osman Doğan, Suleyman Taspinar, Monalisa Sen","doi":"10.2139/ssrn.3261615","DOIUrl":"https://doi.org/10.2139/ssrn.3261615","url":null,"abstract":"Specification of a model is one of the most fundamental problems in econometrics. In practice, specification tests are generally carried out in a piecemeal fashion, for example, testing the presence of one-effect at a time ignoring the potential presence of other forms of misspecification. Many of the suggested tests in the literature require estimation of complex models and even then those tests cannot account for multiple forms of departures from the model under the null hypothesis. Using Bera and Yoon (Econom Theory 9(04):649–658, 1993) general test principle and a spatial panel model framework, we first propose an overall test for “all” possible misspecification. Then, we derive adjusted Rao’s score tests for random effect, serial correlation, spatial lag and spatial error, which can identify the definite cause(s) of rejection of the basic model and thus aiding in the steps for model revision. For empirical researchers, our suggested procedures provide simple strategies for model specification search employing only the ordinary least squares residuals from a standard linear panel regression. Through an extensive simulation study, we evaluate the finite sample performance of our suggested tests and some of the existing procedures. We find that our proposed tests have good finite sample properties both in terms of size and power. Finally, to illustrate the usefulness of our procedures, we provide an empirical application of our test strategy in the context of the convergence theory of incomes of different economies, which is a widely studied empirical problem in macro-economic growth theory. Our empirical illustration reveals the problems in using and interpreting unadjusted tests, and demonstrates how these problems are rectified in using our proposed adjusted tests.","PeriodicalId":237473,"journal":{"name":"Journal of Spatial Econometrics","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-10-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114381703","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2015-07-01DOI: 10.1007/s43071-021-00018-z
Keisuke Kondo
{"title":"Spatial dependence in regional business cycles: evidence from Mexican states","authors":"Keisuke Kondo","doi":"10.1007/s43071-021-00018-z","DOIUrl":"https://doi.org/10.1007/s43071-021-00018-z","url":null,"abstract":"","PeriodicalId":237473,"journal":{"name":"Journal of Spatial Econometrics","volume":"98 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122314915","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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