Identifying nonlinear spatial dependence patterns by using non-parametric tests: Evidence for the European Union
Research Group
Departamento de economía financiera y contabilidadKnowledge Area
Economía Financiera y ContabilidadSponsors
This work has been carried out with the financial support of project 1897/PHCS/09 of the Fundación Séneca ‘Agencia de Ciencia y Tecnología de la Región de Murcia’. F.A. López and M.L. Maté acknowledges financial support from project ECO2009-10534/ECON of the Ministerio de Ciencia y Tecnología of the Reino de España; A.Artal-Tur acknowledges financial support from the FEMISE Association (Project FEM 34-01), the Spanish Ministry of Science and Innovation (ECO 2008-04059/ECON and ECO2011-27169)Publication date
2012Publisher
Investigaciones RegionalesBibliographic Citation
Hernández, F. A. L., Tur, A. A., & de Val, M. L. M. S. (2011). Identifying nonlinear spatial dependence patterns by using non-parametric tests: Evidence for the European Union. Investigaciones regionales, (21), 19-36.Peer review
SíKeywords
EconometríaEconometrics
Medición
Measurement
Abstract
Accounting for spatial structures in econometric studies is becoming
an issue of special interest, given the presence of spatial dependence and spatial
heterogeneity problems arising in data. Generally, researchers have been employing
parametric tests for detecting spatial dependence structures: Moran’s I and LM tests
in spatial regressions are the most popular approaches employed in literature.However,
this approach remains misleading in the presence of nonlinear spatial structures,
inducing important biases in the estimation of the parameters of the model.
In this paper we illustrate that issue by applying three non-parametrical proposals
when testing for spatial structure in data. Empirical findings for the regions of the
European Union show important failures of traditional parametric tests if nonlinearities
characterise geo-referenced data. Our results clearly recommend employing new
families of tests, beyond parametrical ones, when working in such environments.
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