[Forum SIS] Avviso di seminario - Prof. R. Benedetti @ unipg

Maria Giovanna Ranalli giovanna a stat.unipg.it
Ven 13 Apr 2018 12:06:08 CEST


.: Roberto Benedetti, Universita' “G. d’Annunzio” di Chieti-Pescara :.
.: Heterogeneity in Spatial Econometric models :.

Lunedì 23 Aprile, ore 12
Dipartimento di Economia, Aula 23
Università degli Studi di Perugia

Abstract. 

Empirical analysis in economics often faces the difficulty that the data is correlated and heterogeneous in some unknown form. Although spatial parametric approaches have been widely used to account for correlation information in several spatial data sets, the problem of spatial heterogeneity in terms of spatially varying parameters, however, has been largely unexplored by applied spatial econometricians, typically because of the main purpose of controlling only for spatial spillover effects. Some authors attempted to detect the presence of spatial heterogeneity by constructing statistical tests based on some a priori hypothesis. However, for some economic phenomena there is no reason justified by the economic theory to choose a priori a particular spatial structure of the spatial process. Moreover, as stated by some authors, in the common models of spatial heterogeneity, spatial regimes or spatially varying coefficients show evidence of the heterogeneity, but do not explain it. Accounting for both spatial dependence and spatially varying parameters is then a current fundamental challenge in order to use more flexible spatial models, which can be able to account for both dependence and unknown heterogeneity. In this paper we propose several algorithms to identify spatial regimes. In particular, the proposed algorithms are useful to endogenously identify spatially varying parameters in terms of structural breaks or regimes in space, rather than considering a continuous map for each parameter as in the standard geographically weighted regression approach. The main findings suggest that endogenous spatial regime models are to be preferred and spatial spillover effects can be attenuated by the presence of the spatial regimes.

Questa iniziativa rientra nel ciclo di seminari organizzato per il XXXIII Ciclo del Dottorato in Economia ed è aperta a tutti gli interessati.



M. Giovanna Ranalli, PhD

~ Associate Professor of Statistics
~ Department of Political Science
~ University of Perugia (Italy) 

~ Tel +39 075 5855245
~ Fax +39 075 5855950
~ http://www.stat.unipg.it/~giovanna/ <http://www.stat.unipg.it/~giovanna/>
~ http://www.sp.unipg.it/surwey/ <http://www.sp.unipg.it/surwey/>
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