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Spurios Spatial Regression: Some Monte Carlo Results with a Spatial Unit Root and Spatial Cointegration (1999)

Fingleton, Bernard

Boston, USA and Oxford, UK : Blackwell Publishers Inc.

Journal of regional science 39 (1999), S. 0

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ISSN: 1467-9787

Source: Blackwell Publishing Journal Backfiles 1879-2005

Topics: Geography , Economics

Notes: In this paper I introduce the concepts of spatial unit roots and spatial cointegration, and via Monte-Carlo simulation I illustrate their implications for spatial regression. It is shown that spatial unit roots lead to spurious (spatial) regression, as in the well-known case involving time-series. Spatial cointegration is similar to its time-series counterpart, although I demonstrate that OLS estimation of spatial error-correction models is not consistent.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1111/1467-9787.00121

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