Readings on Spatial Econometrics (To be assigned for presentation)
- Introduction
- L. Anselin, "Spatial Econometrics," in T.C. Mills and K. Patterson (eds.), Palgrave Handbook of Econometrics:
Volume 1, Econometric Theory. Basingstoke, Palgrave Macmillan, 2006: 901-969 (first 6 sections 26.1-26.6 only).
- T.G. Conley, "Spatial Econometrics," in S. Durlauf and L. Blume (eds.),
New Palgrave Dictionary of Economics, 2nd Edition, 2008: Vol. 7: 741-747.
(Paper)
- L. Anselin, "Thirty Years of Spatial Econometrics," Papers in Regional Science 89, 2010: 3-25.
(Paper)
- Survey
- L. Anselin, "Spatial Econometrics," in B. Baltagi (ed.), A Companion to Theoretical Econometrics,
Chapter 14. Oxford: Basil Blackwell, 2001.
(Paper)
- L. Anselin, "Under the Hood: Issues in the Specification and Interpretation of Spatial Regression Models,"
Agricultural Economics 17 (3), 2002: 247-267.
(Paper)
- L. Anselin, "Spatial Externalities, Spatial Multipliers, and Spatial Econometrics,"
International Regional Science Review 26, 2003: 153-166.
(Paper)
- L. Anselin, J. Le Gallo, and H. Jayet, "Spatial Panel Econometrics," in L. Matyas and P. Sevestre (eds),
The Econometrics of Panel Data, Fundamentals and Recent Developments in Theory and Practice (3rd Edition),
Springer-Verlag, 2008: 625-660.
- L. Corrado and B. Fingleton, "Where is the Economics in Spatial Econometrics," Journal of
Regional Science 52, 2012: 210-239.
(Paper)
- J.P. Elhorst, "Applied Spatial Econometrics: Raising the Bar," Spatial Economic Analysis 5, 2010: 9-28.
(Paper)
- Theory
- H.H. Kelejian and I.R. Prucha, "A Generalized Spatial Two Stage Least Squares Procedure for
Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," Journal of
Real Estate Finance and Economics 17, 1998, 99-121.
(Paper)
- H.H. Kelejian and I.R. Prucha, "Specification and Estimation of Spatial Autoregressive
Models with Autoregressive and Heteroskedastic Disturbances," Journal of Econometrics 157,
2010: 53-67.
(Paper)
- I. Arraiz, D.M. Drukker, H.H. Kelejian, I.R. Prucha, "A Spatial-Ord-Type Model with
Heteroskedastic Innovations: Small and Large Sample Results," Journal of Regional Science 50,
2010: 592-614.
(Paper)
- Applications
- S.J. Ray and B.D. Montouri, "US Regional Income Convergence: A Spatial Econometric Perspective,"
Regional Studies 33, 1999: 143-156.
(Paper)
- K.P. Bell and N.E. Bockstael, "Applying the Generalized-Moments Estimation Approach
to Spatial Problems Involving Microlevel Data," The Review of Economics and Statistics 82,
2000: 72-82.
(Paper)
- C.C. Coughlin and E. Segev, "Foreign Direct Investment in China: A Spatial Econometric Study,"
The World Economy 23, 2000: 1-23.
(Paper)
- C. Ertur and W. Kosh, "Growth, Technological Interdependence, Spatial Externalities: Theory and Evidence,"
Journal of Applied Econometrics, 2007: 1033-1062.
(Paper)
- K. Behrens, C. Ertur, and W. Koch, "Dual Gravity: Using Spatial Econometrics to Control
for Multilateral Resistence," Journal of Applied Econometrics, 2010.
(Paper)
- D. Maddison, "Environmental Kuznets Curve: Spatial Econometric Approach," Joural of
Environmental Economics and Management 51, 2006: 218-230.
(Paper)
- R. Wooster and J.W. Lehner, "Reexamining the Border Tax Effect: A Case Study of Washington State,"
Contemporary Economic Policy 28, 2010: 511-523.
(Paper)