Syllabus
Registration via LPIS
Spatial statistics and econometrics include techniques and methods to model spatial data taking into account interaction (spatial spillover) effects and spatial heterogeneity. It is an active and fast growing area of research, spurred by the increasing availability of spatial data, i.e. geo-referenced data. These techniques, many of which are still in their early development, use different analytic approaches and are applied in fields as different as economics, sociology, epidemiology and geology.
This course aims at getting acquaintance with the techniques of spatial statistics and econometrics, along with the main issues posed by the statistical treatment of geo-referenced data and by the construction and estimation of spatial econometric models.
Students participating in the course will gain an up-to-date and accessible overview of the relevant theory as well as exposure to empirical applications of spatial econometric models in economics. All lectures will share a strongly applied component, showing empirical examples and providing statistical software (R) to analyze real-world cases.
Install the complete version of R on your laptop (suggestion: RStudio).
Knowledge required: statistics, econometrics, notions of regional economics
Roberto Basile (Department of Economics, Second University of Naples, Capua, Italy, roberto.basile@unina2.it)
Jesús Crespo Cuaresma (Department of Economics, Vienna University of Economics and Business, Vienna, Austria, jcrespo@wu.ac.at)
Unit | Date | Contents |
---|---|---|
1 | 19.09.2016 | Introduction to spatial eonometrics - Motivating examples - Notions of spatial statistics |
2 | 20.09.2016 | Modeling spatial dependence - Models for cross-sectional data (Specification, Interpretation, Estimation techniques; Diagnostics) |
3 | 21.09.2016 | Modeling spatial dependence and spatial heterogeneity - Models for spatial panel data (Static and dynamic models) - Models for large spatial panel data (Common effects vs. spatial dependence) Modeling spatial dependence, spatial heterogeneity and nonlinearities - Spatio-Temporal Autoregressive Semiparametric Model for the analysis of regional economic data |
4 | 22.09.2016 | Model uncertainty and spatial econometrics - Bayesian Model Averaging (BMA) - Spatial filtering and BMA |
Back