Agricultural
University of Athens
Department of Regional
& Economic Development

[6703] Spatial Econometrics

Course Content

1) INTRODUCTORY CONCEPTS: The complexity of the concept of space (geographic, social and functional space, activity space, space of ideas), space as a mathematical concept, measurement in space (distance and metric functions), the concept of scale, effects on economic phenomena due to scale (microeconomics, macroeconomics), effects of space on economic phenomena (differential economic development of geographical areas, spatial inequalities), introduction of space to the study of economic phenomena, from econometrics to spatial econometrics, the framework of spatial econometrics, the concepts of spatial dependence and heterogeneity.
2) CONNECTIVITY IN SPACE: Definition of connectivity in space, the concept of neighborhood, spatial interaction matrices (spatial adjacency matrices, adjacency matrices with spatial weights, spatial distance matrices, spatial weight matrices), spatial lag operators, circularity and redundancy of spatial operators hysteresis, properties of spatial weight matrices.1) INTRODUCTORY CONCEPTS: The complexity of the concept of space (geographic, social and functional space, activity space, idea space), space as a mathematical concept, measurement in space (distance and metric functions), the concept of scale, effects on economic phenomena due to scale (microeconomics, macroeconomics), effects of space on economic phenomena (differential economic development of geographical areas, spatial inequalities), introduction of space to the study of economic phenomena, from econometrics to spatial econometrics, the framework of spatial econometrics, the concepts of spatial dependence and heterogeneity.
2) CONNECTIVITY IN SPACE: Definition of connectivity in space, the concept of neighborhood, spatial interaction matrices (spatial adjacency matrices, adjacency matrices with spatial weights, spatial distance matrices, spatial weight matrices), spatial lag operators, circularity and redundancy of spatial operators hysteresis, properties of spatial weight matrices.
3) SPATIAL STATISTICS: Spatial data formats, types of spatial units (point, linear, surface), basic spatial operations, continuous and discrete connectivity analysis (zones, networks), geostatistical measures of location (spatial average, weighted spatial average, central point), geostatistical measures of dispersion (standard distance, lack of standard distance), graphical presentation of spatial data, thematic cartography, Gaster and Newman cartograms.
4) SPATIAL DISTRIBUTIONS: The concept of variable and distribution, types of distributions with respect to the variable (value, order-magnitude, frequency, probability distribution), standard or theoretical probability distributions (discrete, binomial, uniform, random, hypergeometric, normal, exponential, beta and gamma), spatial variables and types of spatial variables, distributions in space, detection of spatial typologies by reduction to reference standards.
5) ECONOMETRIC AND REGIONAL INDICATORS IN THE STUDY OF SPATIAL PHENOMENA: The Theil index, the Lorenz curve, the Gini coefficient, the Florence coefficient, the Gini – Hirschman coefficient.
6) LINEAR MODELS OF SPATIAL ECONOMETRICS: Spatial specialization of a linear model, spatial linear regression model for cross-sectional and space-time data, the spatial lag model (with direct and indirect effects), the spatial error model.
7) NON-LINEAR MODELS OF SPATIAL DEPENDENCE AND Equilibrium: Models of gravity in space, spatial models based on transport costs, hierarchical spatial systems, spatial dipoles, polycentric systems.
8) SPATIAL STOCHASTIC PROCESSES: Definitions, random field, stationarity and isotropy, local covariance, mixed sequences, spatio-time series analysis, spatial white noise process, spatial autoregressive process, spatial moving average process, asymptotic approximations, spatial sampling.
9) PARAMETER ESTIMATION OF SPATIAL MODELS: The method of least squares, uses and limitations of the method of least squares, maximum likelihood estimators, properties of estimators, hypothesis testing and diagnostics using maximum likelihood, applications.
10) SPATIAL HETEROGENEITY AND INDICES OF SPATIAL DEPENDENCE: General concepts, tests of heterogeneity in the presence of spatial dependence, spatial expansion of parameters, other forms of spatial heterogeneity, the concept of spatial dependence, methods of spatial dependence, analysis of spatial patterns, types of spatial patterns (random, normal, grouped).
11) SPATIAL HETEROGENEITY AND INDICES OF SPATIAL DEPENDENCE: Spatial autocorrelation, general indicators (Morans I, Getis and Ord General G), local indicators (Local Morans I - cluster and outlier analysis, Getis and Ord G* - Hot spot analysis).
12) OTHER NON-LINEAR METHODS - SPATIAL NETWORKS: Modeling spatial systems in graphs, the concepts of topology and network geometry, measures of space and topology, measures of centrality

Learning results

After completing the course, it is expected that students will be able to:

Understand the fundamental concepts of economic space, spatial econometrics and spatial analysis.

To know the basic economic forces that interact in space, to understand the causes that cause spatial dynamics and spatial relationships, to understand how space affects the national economy, regional economies and economic concentrations.

To understand the extension of the use of the concepts and tools of economic analysis and econometrics in spatial matters, to know indicators and quantitative methods of spatial economic measurement, spatial inequalities and interactions, spatial concentrations and to measure spatial dynamics with quantitative indicators.

To distinguish the different relationships that can be established between spatial units and the process by which the development of one spatial unit or entity contributes to the development of others.

Bibliography

Η βασική βιβλιογραφία που θα χρησιμοποιηθεί είναι

Ελληνόγλωσση Βιβλιογραφία

  1. Αργύρης, Θ. (1985). Οικονομική του χώρου. Τόμος ΙΙ, Αστική οικονομική, Εκδοτικός οίκος Αφών Κυριακίδη, Θεσσαλονίκη.

Ξενόγλωσση Βιβλιογραφία

  1. Anselin, L. (2013). Spatial econometrics: methods and models (Vol. 4). Springer Science & Business Media.
  2. Arbia, G. (2006). Spatial econometrics: statistical foundations and applications to regional convergence. Springer Science & Business Media.
  3. Elhorst, P. (2014), Spatial Econometrics: From Cross-sectional Data to Spatial Panels. Springer, London
  4. Le Sage J, Pace K (2009), Introduction to Spatial Econometrics. Boca Raton: Taylor and Francis
  5. Kelejian, H., & Piras, G. (2017). Spatial econometrics. Academic Press.

Ενδεικτική Αρθρογραφία

  1. Anselin L. (2003), Spatial Externalities, Spatial Multipliers and Spatial Econometrics. International Regional Science Review, 26, 153-166
  2. Anselin, L. (1995). Local Indicators of Spatial Association- LISA. Geographical analysis, 27(2), 93-115.
  3. Anselin, L. (2010). Thirty years of spatial econometrics. Papers in regional science, 89(1), 3-25.
  4. Celebioglu, F., & Dall'Erba, S. (2010). Spatial Disparities across the Regions of Turkey: An Exploratory Spatial Data Analysis. The Annals of Regional Science,45(2), 379-400.
  5. Crespo Cuaresma, J., Doppelhofer, G., Feldkircher, M. (2014). The Determinants of Economic Growth in European Regions. Regional studies, Vol.48, Nr. 1, pp. 44-67.
  6. Tsiotas, D., Aspridis, G., Gavardinas, I., Sdrolias, L., Skodova – Parmova, D., (2018) “Gravity modeling in Social Science: the case of the commuting phenomenon in Greece”, Evolutionary and Institutional Economics Review, doi:10.1007/s40844-018-0120-y
  7. Dall'Erba, S. (2005). Distribution of Regional Income and Regional Funds in Europe 1989–1999: An Exploratory Spatial Data Analysis. The Annals of Regional Science, 39(1), 121-148.
  8. Seya, H., Yoshida, T., & Yamagata, Y. (2020). Spatial econometric models. In Spatial Analysis Using Big Data (pp. 113-158). Academic Press.
  9. Amidi, S., & Fagheh Majidi, A. (2020). Geographic proximity, trade and economic growth: a spatial econometrics approach. Annals of GIS, 1-15.
  10. Griffith, D. A., & Paelinck, J. H. (2018). Introduction to Part II: spatial econometrics. In Morphisms for Quantitative Spatial Analysis (pp. 125-126). Springer, Cham.
  11. Drennan, M. P., & Saltzman, S. (2017). Regional and spatial econometric analysis. In Methods of interregional and regional analysis (pp. 135-210). Routledge.
  12. Arbia, G. (2016). Spatial econometrics: A broad view. Foundations and Trends in Econometrics, 8(3–4), 145-265.
  13. Antonakakis, N. Recent developments in spatial econometrics. Journal of Geographical Systems, 22, 3–4 (2020). https://doi.org/10.1007/s10109-019-00317-y .
  14. Tsiotas, D., (2016) “City-size or rank-size distribution? An empirical analysis on Greek urban populations”, Theoretical and Empirical Researches in Urban Management (TERUM), 11(4), pp.1–16.
  15. Tsiotas, D., Sdrolias, L., Aspridis, G., Skodova-Parmova, D., Dvorakova-Liskova, Z., (2019) “Size distribution analysis in the study of urban systems: evidence from Greece”, International Journal of Computational Economics and Econometrics.

Άλλη σχετική ενδεικτική βιβλιογραφία

  1. Basile R., Mìnguez, J.M. (2017), “Advances in spatial econometrics: parametric vs. semiparametric spatial autoregressive models”, in Commendatore Pasquale, and Kubin Ingrid (Eds.), Springer
  2. Basile, R., M. Durbán, R. Mínguez, J. M. Montero, and J. Mur (2014), Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities, Journal of Economic Dynamics and Control, 48, 229 –245
  3. Crespo Cuaresma, J., Feldkircher, M. (2013). Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe. Journal of Applied Econometrics, Vol. 28, Issue 4, pp. 720-741.
  4. Le Sage, J. (2015). Spatial econometrics. In Handbook of research methods and applications in economic geography. Edward Elgar Publishing.
  5. Stewart, B. M., & Zhukov, Y. (2010, February). Choosing Your Neighbors: The Sensitivity of Geographical Diffusion in International Relations. In APSA 2010 Annual Meeting Paper.
  6. Patuelli, R., & Arbia, G. (Eds.). (2016). Spatial econometric interaction modelling. Springer International Publishing.
  7. Elhorst, J. P. (2017). Spatial Panel Data Analysis. Encyclopedia of GIS, 2, 2050-2058.
  8. LeSage, J. P., & Pace, R. K. (2018). Spatial econometric Monte Carlo studies: raising the bar. Empirical Economics, 55(1), 17-34.
  9. Ye, X. (2016). Spatial econometrics. International Encyclopedia of Geography: People, the Earth, Environment and Technology: People, the Earth, Environment and Technology, 1-12.
  10. Barthelemy, M., (2011) Spatial networks. Physics Reports, 499:1–101.

Συναφή επιστημονικά περιοδικά

Journal of Spatial Econometrics (Springer)

Spatial Economic Analysis (Taylor and Francis)

Regional studies (Taylor and Francis)

Papers in regional science (Wiley)

Review of Urban & Regional Development Studies (Wiley)

Regional Science and Urban Economics (Elsevier)

Networks and Spatial Economics (Springer)

Spatial Statistics (Elsevier) The Annals of Regional Science (Springer)

Educational Staff

NEWSLETTER

Incorporated into the Agricultural University of Athens (AUA), Law 4589 - Government Gazette 13/A/29.01.2019. Originally it belonged to the School of Management and Economics of the former Technical University of Central Greece. It is located in Amfissa, Phocis.
The address of the Department is: New building, Nea Polis, Amfissa, P.O. Box 33100
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