Spatial econometrics and spatial data pooled over time : toward and adapted modeling approach

Authors: Dubé, Jean; Legros, Diègo
Abstract: In this paper, we address the possible problem related to using strictly spatial modeling techniques for spatial data pooled over time. For these data, such as real estate, the spatial dimension is present, but subject to constraints related to temporal dimension. Three empirical examples are presented to investigate the impact of neglecting the temporal dimension in spatial analysis and to show how such an approach overestimates the pattem of spatial dependence, along with the estimated spatial autoregressive coefficient. If generalized to all other empirical applications, this conclusion may have important considerations if one tries to measure the effect of extrinsic amenities on house prices.
Document Type: Article de recherche
Issue Date: 15 August 2014
Open Access Date: 26 September 2016
Document version: VoR
This document was published in: Journal of real estate literature, Vol 22 (1), 103-125 (2014)
American Real Estate Society
Collection:Articles publiés dans des revues avec comité de lecture

Files in this item:
Description SizeFormat 
Dubé & Legros (2014)-JREL.pdf14.96 MBAdobe PDFThumbnail
All documents in CorpusUL are protected by Copyright Act of Canada.