Spatial Econometrics

Students should become acquainted with basic and advanced methods of spatial data analysis with a focus on spatial econometric models. They should be enabled to apply these methods to different issues of spatial economics. Students are required to analyze German and European data sets, to interpret their results and to assess the validity of the findings.


Gliederung / course outline

1.      Introduction

2.      Spatial econometrics software

3.      Spatial effects

4.      Spatial statistics

5.      Spatial regression models

6.      Spatial panel data models

7.      Spatial interaction models

8.      Multilevel models

9.      Application I: growth and convergence

10.    Application II: unemployment


Literatur / literature

  • L. Anselin: Spatial econometrics: methods and models, 1988 Dordrecht [u.a.], Kluwer.
  • L. Anselin, J. Le Gallo, J. Hubert: Spatial panel econometrics, in: L. Mátyás (Ed.), The econometrics of panel data, 2008 Berlin, Springer, pp. 625-660.
  • J. P. Elhorst: Specification and estimation of spatial panel data models, International Regional Science Review, Vol. 26 (2003), pp. 244-268.
  • M. Kapoor, H.H. Kelejian, I.R. Prucha: Panel data models with spatially correlated error components, Journal of Econometrics, Vol. 140 (2007), pp. 97–130.
  • J. P. LeSage, R. K. Pace: Introduction to spatial econometrics, 2009 Boca Raton, Fla. [u.a.], CRC Press.
  • H. Goldstein: Multilevel statistical models, 2003 New York, Oxford University Press.