Spatial Econometrics

Spatial Econometrics
From the University of Illinois at Urbana-Champaign Anil K. Bera’s course is entitled “Spatial Econometrics”. The course will have two parts: Spatial Statistics and Spatial Econometrics. The aim of this course is to build up a strong theory foundation and to provide the computer application on spatial statistics and econometrics. The course starts from an introductory level and covers the frontier of research. It would be better if the participants in this course have strong Statistics & Econometrics background.


ISTQL 2012 Spatial Statistics and Econometrics Summer School Course Outline

Prof. Anil K. BERA

University of Illinois at Urbana-Champaign

Department of Economics

  1.  Spatial Analysis
  1. The Beginning: Spatial Analysis in Time of Cholera
  2. Why (Spatial) Dependence Matter?
  3. Differences Between Time-Series and Spatial Dependence
  4. Measures of Spatial Dependence and Approaches to Spatial Modeling
  5. Simultaneous Autoregressive (SAR) and Conditional Autoregressive (CAR) Models
  6. Testing Spatial Dependence: Moran’s I and Other Tests
  7. Spatial Stationarity and Isotropy
  8. Variogram Analysis
  9. Spatial Prediction (Kriging)
  10.  An Introduction to Social Interaction Models
  1.  Spatial Econometrics
  1. Spatial Autoregressive and Error Models
  2. Estimation of Spatial Econometric Models (MLE, IV, GMM)
  3. Testing Spatial Models (with an Introduction to “Testing Statistical Hypothesis: LR, W and LM(Rs) Tests”)
  4. Emprical Applications
  1. Crime in Columbus
  2. Data with negative autocorrelation
  3. House prices in cities (Boston, Chicago, …)
  4. Reflection problem (social interaction and its effects ….)
  5. Data from China, Turkey, Europe
  6. Democracy around the world
  1.  Spatial Panel Models
  1. Standard Panel Models
  2. Fixed and Random Effects
  3. Spatial Panel Models
  4. Estimation of Spatial Panel Models (ML, IV and GMM Methods)
  5. Testing Spatial Panel Models
  6. Empirical Applications

a.    Growth convergence (Turkey, Europe, etc.)
b.    International trade overtime.