Spatial statistics and econometrics

Objectives

After reviewing the different types of spatial data, the course introduces the basic tools of spatial statistics, which enable us to measure the degree of statistical significance of the spatial configurations and relationships of georeferenced data, thus complementing and enriching the strictly cartographic approach.

The course then focuses more specifically on the study of economic data. Spatial econometric methods are increasingly used in many fields (growth, regional and urban economics, marketing, real estate market studies, etc.). Favored by the development of geographic information systems, which provide simultaneous access to the values taken by the variables of interest and their geographical location, these methods enable spatial interaction phenomena to be taken into account in modeling in a variety of ways.

After presenting the different ways of formalizing spatial effects (spillover and spatial dependence effects, heterogeneity), we will outline the various spatial econometric specifications and their estimation by different methods (maximum likelihood and generalized method of moments). The most common specification tests will also be presented. The presentations will be illustrated by examples drawn from recent literature in this field.

Numerous examples using R or STATA will illustrate the topics covered. The course will be complemented by 3 workshops, one on data mapping and exploratory methods, the other 2 on econometrics.

Course outline

Not indicated

Prerequisites

Not indicated