Looking for the Causes of Instability in Spatial Econometric Models

Abstract

It is relatively easy to find symptoms of misspecification in a model that suffers from instability. Problems arise in relation to their interpretation: They may be due to a wrong selection of the functional form. There may be a problem of omitted variables or the parameters of the model may not be homogeneous across space. The authors focus their attention on the last aspect. Specifically, the intention is to develop a strategy to analyze the hypothesis of stability in the parameters of a spatial econometric model. It is important that this procedure should provide the user with information about the cause of instability. The content of the article is mixed. First, the authors develop a collection of robust Multipliers to test the hypothesis of stability in the main elements of a spatial econometric model. Then, they solve a Monte Carlo to analyze the behavior of the Multipliers. Finally, they present an application to the case of the Spanish elections by municipalities.

Abstentionist Voting – Between Disengagement and Protestation in Neglected Areas: A Spatial Analysis of The Paris Metropolis

“…Marginalization is not simply considered here as one explanatory factor among others. Rather, it appears to constitute a specific crucible that establishes relations between all the traditional sociological variables, making it possible to understand the production of local contexts from the always singular configurations of the effects of class, national or ethnic origin, religion, qualifications or age (; Lacombe et al 2014; Mur et al 2012). Given our geographical approach, we took into account the relative position of the areas studied at least as much as their specific socio-economic characteristics.…”

Spatial Modeling of Voting Preferences in Russian Federation

“…Авторы исследования (Mur et al, 2012) разработали стратегию для анализа гипотезы об устойчивости параметров пространственной эконометрической модели. В частности, они представили ряд тестов для проверки гипотезы об устойчивости основных элементов пространственной эконометрической модели и проверили их на результатах региональных выборов в Испании.…”