Spatial Econometrics

Spatial econometrics models are applied with spatial data that include coordinates or distances between the units. Examples include estimating house prices in a neighborhood and estimating farmland prices in counties that are spatially close.

Handouts, Programs, and Data

Spatial Econometrics

Spatial Econometrics Example

Spatial Econometrics Stata Program and Output

Spatial Econometrics in Stata.do

spatial_columbus.dta

Spatial Econometrics R Program and Output

Spatial Econometrics in R.R

spatial_columbus.csv

Spatial econometrics models: topics covered

  • Spatial econometrics accounts for the presence of spatial effects in regression analysis.

  • Spatial weight matrix based on contiguity and distance

  • Spatial regression models: spatial lag model and spatial error model

  • Spatial dependence test (Moran’s I)