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We present a simple test of spatial autocorrelation based on the skedastic structure of the spatial series. Its distribution function is known for all sample sizes. Moreover, it is very simple to obtain, specially in a case of small samples where the new GQsp test has great power, higher than other alternatives existing in the literature.
Jesús Mur. A Simple Test of Spatial Autocorrelation for Centered Variables. Economia 2021, 44, 41 -55.
AMA StyleJesús Mur. A Simple Test of Spatial Autocorrelation for Centered Variables. Economia. 2021; 44 (87):41-55.
Chicago/Turabian StyleJesús Mur. 2021. "A Simple Test of Spatial Autocorrelation for Centered Variables." Economia 44, no. 87: 41-55.
A novel general method for constructing nonparametric hypotheses tests based on the field of symbolic analysis is introduced in this paper. Several existing tests based on symbolic entropy that have been used for testing central hypotheses in several branches of science (particularly in economics and statistics) are particular cases of this general approach. This family of symbolic tests uses few assumptions, which increases the general applicability of any symbolic-based test. Additionally, as a theoretical application of this method, we construct and put forward four new statistics to test for the null hypothesis of spatiotemporal independence. There are very few tests in the specialized literature in this regard. The new tests were evaluated with the mean of several Monte Carlo experiments. The results highlight the outstanding performance of the proposed test.
Fernando López; Mariano Matilla-García; Jesús Mur; Manuel Ruiz Marín. Statistical Tests of Symbolic Dynamics. Mathematics 2021, 9, 817 .
AMA StyleFernando López, Mariano Matilla-García, Jesús Mur, Manuel Ruiz Marín. Statistical Tests of Symbolic Dynamics. Mathematics. 2021; 9 (8):817.
Chicago/Turabian StyleFernando López; Mariano Matilla-García; Jesús Mur; Manuel Ruiz Marín. 2021. "Statistical Tests of Symbolic Dynamics." Mathematics 9, no. 8: 817.
This study examines, from an economic perspective, the factors influencing the decision of companies to use groundwater or not, in a context in which they have access to drinking publicly-supplied water and can also opt for self-supplying groundwater, and then estimates its groundwater demand. The Heckman two-stage model is applied, using microdata of a sample of 2579 manufacturing and service companies located in Zaragoza (Spain). The results of the first stage show that companies have economically rational behavior in the choice of their water supply sources: the probability to capture groundwater depends negatively on its cost and positively on the cost of publicly-supplied water. The results of the second stage indicate that the demand for self-supplied groundwater is normal, but inelastic (elasticity of −0.50), and that self-supplied and publicly-supplied water are substitutive inputs, where the cross-elasticity of the demand is much higher than the direct elasticity. These results warn of the undesirable consequences, on overall efficiency and environmental sustainability, of the lack of a volumetric fee that charges companies with the environmental and resource costs caused by the extraction of groundwater and emphasize the need for integrated management of all water resources.
Pilar Gracia-De-Rentería; Ramón Barberán; Jesús Mur. The Groundwater Demand for Industrial Uses in Areas with Access to Drinking Publicly-Supplied Water: A Microdata Analysis. Water 2020, 12, 198 .
AMA StylePilar Gracia-De-Rentería, Ramón Barberán, Jesús Mur. The Groundwater Demand for Industrial Uses in Areas with Access to Drinking Publicly-Supplied Water: A Microdata Analysis. Water. 2020; 12 (1):198.
Chicago/Turabian StylePilar Gracia-De-Rentería; Ramón Barberán; Jesús Mur. 2020. "The Groundwater Demand for Industrial Uses in Areas with Access to Drinking Publicly-Supplied Water: A Microdata Analysis." Water 12, no. 1: 198.
In recent decades we have seen an increased interest in the use of seemingly unrelated regressions models (SUR) in a spatial context, with compelling case studies in different fields. This upsurge has favoured the development of new and more efficient inference techniques. At present, the user has a basic toolkit to deal with this kind of model, that is, however, in need of improvement. This paper focuses on the question of estimating, quickly and accurately, spatial SUR models. The most popular procedure is maximum likelihood (ML) which guarantees precision at the cost of a high computational burden. This is especially true in cases of large sample size and strong spatial structure. We explore simpler estimation algorithms such as instrumental variables (IV), which expedites calculation at the cost of a certain loss in quality of the estimates. We focus on the importance of sample size and the trade-off between accuracy and speed. To that end, we perform a comprehensive simulation experiment in which we compare ML and IV algorithms, looking for their strengths and weaknesses. The paper includes two applications to the case of Airbnb in the urban area of Madrid. First, we estimate a spatial SUR hedonic model of accommodation prices, using micro-data for three different cross sections à la Anselin, that is, considering temporal correlation plus spatial structure. Then, the data are aggregated by neighbourhoods. We specify a spatial SUR model with two equations (apartments and rooms) also using three cross sections. In both cases, the models are estimated by ML and IV using the spsur R package (Angulo et al. in spSUR: spatial seemingly unrelated regression models. R Package version 1.0.0.3, 2019), with the aim of illustrating its capabilities.
Fernando A. López; Román Mínguez; Jesús Mur. ML versus IV estimates of spatial SUR models: evidence from the case of Airbnb in Madrid urban area. The Annals of Regional Science 2019, 64, 313 -347.
AMA StyleFernando A. López, Román Mínguez, Jesús Mur. ML versus IV estimates of spatial SUR models: evidence from the case of Airbnb in Madrid urban area. The Annals of Regional Science. 2019; 64 (2):313-347.
Chicago/Turabian StyleFernando A. López; Román Mínguez; Jesús Mur. 2019. "ML versus IV estimates of spatial SUR models: evidence from the case of Airbnb in Madrid urban area." The Annals of Regional Science 64, no. 2: 313-347.
The practice of spatial econometrics revolves around a weighting matrix, which is often supplied by the user on previous knowledge. This is the so-called W issue. Probably, the aprioristic approach is not the best solution although, presently, there are few alternatives for the user. Our contribution focuses on the problem of selecting a W matrix from among a finite set of matrices, all of them considered appropriate for the case. We develop a new and simple method based on the entropy corresponding to the distribution of probability estimated for the data. Other alternatives, which are common in current applied work, are also reviewed. The paper includes a large study of Monte Carlo to calibrate the effectiveness of our approach compared to others. A well-known case study is also included.
Marcos Herrera; Jesus Mur; Manuel Ruiz. A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix. Entropy 2019, 21, 160 .
AMA StyleMarcos Herrera, Jesus Mur, Manuel Ruiz. A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix. Entropy. 2019; 21 (2):160.
Chicago/Turabian StyleMarcos Herrera; Jesus Mur; Manuel Ruiz. 2019. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix." Entropy 21, no. 2: 160.
This study estimates the demand for urban water in Spanish industry, with particular attention to differences between sectors. A panel dataset for the Spanish Autonomous Communities in the period 1993–2013, broken down into 11 sectors, was used. The results indicate that water pricing policy can be used effectively as a mechanism to encourage reduced water use (elasticity of −0.66), but there is a strong sectoral heterogeneity that recommends the additional use of other types of instruments. In general, sectors where water represents a larger proportion of total costs present greater elasticity.
Pilar Gracia-De-Rentería; Ramón Barberán; Jesús Mur. Urban water demand for industrial uses in Spain. Urban Water Journal 2019, 16, 114 -124.
AMA StylePilar Gracia-De-Rentería, Ramón Barberán, Jesús Mur. Urban water demand for industrial uses in Spain. Urban Water Journal. 2019; 16 (2):114-124.
Chicago/Turabian StylePilar Gracia-De-Rentería; Ramón Barberán; Jesús Mur. 2019. "Urban water demand for industrial uses in Spain." Urban Water Journal 16, no. 2: 114-124.
The practice of spatial econometrics revolves around a weighting matrix, which is often supplied by the user on previous knowledge. This is the so called $\mathbf{W}$ issue. Probably, the aprioristic approach is not the best solution although, nowadays, there few alternatives for the user. Our contribution focuses on the problem of selecting a $\mathbf{W}$ matrix from among a finite set of matrices, all of them considerer appropriate for the case. We develop a new and simple method based on the Entropy corresponding to the distribution of probability estimated for the data. Other alternatives, which are common in current applied work, are also reviewed. The paper includes a large Monte Carlo to calibrate the effectiveness of our approach compared to the others. A well-known case study is also included.
Marcos Herrera; Jesús Mur; Manuel Ruiz Marín. A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix. 2018, 1 .
AMA StyleMarcos Herrera, Jesús Mur, Manuel Ruiz Marín. A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix. . 2018; ():1.
Chicago/Turabian StyleMarcos Herrera; Jesús Mur; Manuel Ruiz Marín. 2018. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix." , no. : 1.
The papers in this special issue cover a wide range of areas in the methodology and application of spatial econometrics. The first develops a generalized method of moments (GMM) estimator for the spatial regression model from a second-order approximation to the maximum likelihood (ML). The second develops Bayesian estimation in a stochastic frontier model with network dependence in efficiencies, with application to industry dynamics. The third studies cross-country convergence under the Lotka–Volterra model and obtains new insights into spatial spillovers. The penultimate paper develops robust specification tests for the social interactions model under both ML and GMM frameworks. The final paper proposes identification and GMM estimation in a high-order spatial autoregressive model with heterogeneity, common factors and spatial error dependence.
Arnab Bhattacharjee; Sean Holly; Jesús Mur. Contemporary developments in the theory and practice of spatial econometrics. Spatial Economic Analysis 2018, 13, 139 -147.
AMA StyleArnab Bhattacharjee, Sean Holly, Jesús Mur. Contemporary developments in the theory and practice of spatial econometrics. Spatial Economic Analysis. 2018; 13 (2):139-147.
Chicago/Turabian StyleArnab Bhattacharjee; Sean Holly; Jesús Mur. 2018. "Contemporary developments in the theory and practice of spatial econometrics." Spatial Economic Analysis 13, no. 2: 139-147.
Ana Angulo; Peter Burridge; Jesús Mur. Testing for breaks in the weighting matrix. Regional Science and Urban Economics 2018, 68, 115 -129.
AMA StyleAna Angulo, Peter Burridge, Jesús Mur. Testing for breaks in the weighting matrix. Regional Science and Urban Economics. 2018; 68 ():115-129.
Chicago/Turabian StyleAna Angulo; Peter Burridge; Jesús Mur. 2018. "Testing for breaks in the weighting matrix." Regional Science and Urban Economics 68, no. : 115-129.
Ana Angulo; Peter Burridge; Jesus Mur. Testing for a structural break in the weight matrix of the spatial error or spatial lag model. Spatial Economic Analysis 2017, 12, 161 -181.
AMA StyleAna Angulo, Peter Burridge, Jesus Mur. Testing for a structural break in the weight matrix of the spatial error or spatial lag model. Spatial Economic Analysis. 2017; 12 (2-3):161-181.
Chicago/Turabian StyleAna Angulo; Peter Burridge; Jesus Mur. 2017. "Testing for a structural break in the weight matrix of the spatial error or spatial lag model." Spatial Economic Analysis 12, no. 2-3: 161-181.
The practice of spatial econometrics revolves around a weighting matrix, which is often supplied by the user on previous knowledge. This is the so called W issue and, probably, the aprioristic approach is not the best solution. However, we have to concur that, nowadays, there few alternatives for the user. Under these circumstances, our contribution focuses on the problem of selecting a W matrix from among a finite set of matrices, all of them deemed appropriate for the case. We develop a new and simple method based on the Entropy corresponding to the distribution probability estimated for the data. Other alternatives to ours, which are common in current applied work, are also reviewed. The main part of the paper consists of a large Monte Carlo resolved in order to calibrate the effectiveness of our approach compared to the others. A case study is also included.
Marcos Herrera; Jesus Mur; Manuel Ruiz-Marín. A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix. 2017, 1 .
AMA StyleMarcos Herrera, Jesus Mur, Manuel Ruiz-Marín. A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix. . 2017; ():1.
Chicago/Turabian StyleMarcos Herrera; Jesus Mur; Manuel Ruiz-Marín. 2017. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix." , no. : 1.
López et al. (Reg Sci Urban Econ 40(2–3):106–115, 2010) introduce a nonparametric test of spatial dependence, called SG(m). The test is claimed to be consistent and asymptotically Chi-square distributed. Elsinger (Reg Sci Urban Econ 43(5):838–840, 2013) raises doubts about the two properties. Using a particular counterexample, he shows that the asymptotic distribution of the SG(m) test may be far from the Chi-square family; the property of consistency is also questioned. In this note, the authors want to clarify the properties of the SG(m) test. We argue that the cause of the conflict is in the specification of the symbolization map. The discrepancies can be solved by adjusting some of the definitions made in the original paper. Moreover, we introduce a permutational bootstrapped version of the SG(m) test, which is powerful and robust to the underlying statistical assumptions. This bootstrapped version may be very useful in an applied context.
Fernando A. López; Mariano Matilla-García; Jesús Mur; Antonio Páez; Manuel Ruiz. A note on the SG(m) test. Journal of Geographical Systems 2015, 18, 87 -96.
AMA StyleFernando A. López, Mariano Matilla-García, Jesús Mur, Antonio Páez, Manuel Ruiz. A note on the SG(m) test. Journal of Geographical Systems. 2015; 18 (1):87-96.
Chicago/Turabian StyleFernando A. López; Mariano Matilla-García; Jesús Mur; Antonio Páez; Manuel Ruiz. 2015. "A note on the SG(m) test." Journal of Geographical Systems 18, no. 1: 87-96.
Modeling regional economic dynamics requires the adoption of complex econometric tools, which allow us to deal with some important methodological issues, such as spatial dependence, spatial heterogeneity and nonlinearities. Recent developments in the spatial econometrics literature have provided some instruments (such as Spatial Autoregressive Semiparametric Geoadditive Models), which address these issues simultaneously and, therefore, are of great use for practitioners. In this paper we describe these methodological contributions and present some applications of these methodologies in the fields of regional science and economic geography.
Roberto Basile; Román Mínguez; Jose María Montero; Jesùs Mur. Semiparametric Spatial Autoregressive Geoadditive Models. Dynamic Modeling and Econometrics in Economics and Finance 2015, 19, 73 -98.
AMA StyleRoberto Basile, Román Mínguez, Jose María Montero, Jesùs Mur. Semiparametric Spatial Autoregressive Geoadditive Models. Dynamic Modeling and Econometrics in Economics and Finance. 2015; 19 ():73-98.
Chicago/Turabian StyleRoberto Basile; Román Mínguez; Jose María Montero; Jesùs Mur. 2015. "Semiparametric Spatial Autoregressive Geoadditive Models." Dynamic Modeling and Econometrics in Economics and Finance 19, no. : 73-98.
Forecasting regional variables provides very important information for political, institutional and economic agents. In this paper, we use predictions from spatial panel data models to evaluate regional resilience to the present economic crisis in term of annual growth rate of employment. Furthermore, we evaluate whether specialization plays a significant role in the degree of resilience to the economic crisis suffered in Spain from 2007. Results show that while specialization on construction and non-market services declines resilience to the crisis, specialization on energy and manufacturing or distribution, transport and common services enlarges the availability of returning to his pre-shock growth path.
Ana Angulo; Jesús Mur; Javier Trivez. Measure of the resilience to Spanish economic crisis: the role of specialization. Economics and Business Letters 2014, 3, 263 .
AMA StyleAna Angulo, Jesús Mur, Javier Trivez. Measure of the resilience to Spanish economic crisis: the role of specialization. Economics and Business Letters. 2014; 3 (4):263.
Chicago/Turabian StyleAna Angulo; Jesús Mur; Javier Trivez. 2014. "Measure of the resilience to Spanish economic crisis: the role of specialization." Economics and Business Letters 3, no. 4: 263.
Roberto Basile; Maria Durban; Román Mínguez; Jose María Montero; Jesús Mur. Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities. Journal of Economic Dynamics and Control 2014, 48, 229 -245.
AMA StyleRoberto Basile, Maria Durban, Román Mínguez, Jose María Montero, Jesús Mur. Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities. Journal of Economic Dynamics and Control. 2014; 48 ():229-245.
Chicago/Turabian StyleRoberto Basile; Maria Durban; Román Mínguez; Jose María Montero; Jesús Mur. 2014. "Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities." Journal of Economic Dynamics and Control 48, no. : 229-245.
Marcos Herrera; Jesùs Mur; Manuel Ruiz. Detecting causal relationships between spatial processes. Papers in Regional Science 2014, 95, 577 -594.
AMA StyleMarcos Herrera, Jesùs Mur, Manuel Ruiz. Detecting causal relationships between spatial processes. Papers in Regional Science. 2014; 95 (3):577-594.
Chicago/Turabian StyleMarcos Herrera; Jesùs Mur; Manuel Ruiz. 2014. "Detecting causal relationships between spatial processes." Papers in Regional Science 95, no. 3: 577-594.
Ana Angulo; Majed Atwi; Ramón Barberán; Jesus Mur. Economic analysis of the water demand in the hotels and restaurants sector: Shadow prices and elasticities. Water Resources Research 2014, 50, 6577 -6591.
AMA StyleAna Angulo, Majed Atwi, Ramón Barberán, Jesus Mur. Economic analysis of the water demand in the hotels and restaurants sector: Shadow prices and elasticities. Water Resources Research. 2014; 50 (8):6577-6591.
Chicago/Turabian StyleAna Angulo; Majed Atwi; Ramón Barberán; Jesus Mur. 2014. "Economic analysis of the water demand in the hotels and restaurants sector: Shadow prices and elasticities." Water Resources Research 50, no. 8: 6577-6591.
The purpose of the paper was to compare two well-known model selection strategies, the so-called Specific-to-General, Stge, and General-to-Specific, Gets, in a context of spatial SUR models. The two strategies use a battery of misspecification tests obtained in a maximum likelihood framework. The robust tests to local misspecification errors in the alternative hypothesis and the common factor test have been developed with this purpose. The paper includes a Monte Carlo experiment to compare their performance in a situation of small sample sizes. The results are mixed: Both alternatives work well under ideal conditions, but their efficiency deteriorates for different departures such as non-normality or endogeneity. All in all, Stge appears to be slightly preferable although our impression is that the two are complementary and can be used in common. The paper finishes with an application to the case of productivity for a large set of European regions.
Fernando A. López; Jesús Mur; Ana Angulo. Spatial model selection strategies in a SUR framework. The case of regional productivity in EU. The Annals of Regional Science 2014, 53, 197 -220.
AMA StyleFernando A. López, Jesús Mur, Ana Angulo. Spatial model selection strategies in a SUR framework. The case of regional productivity in EU. The Annals of Regional Science. 2014; 53 (1):197-220.
Chicago/Turabian StyleFernando A. López; Jesús Mur; Ana Angulo. 2014. "Spatial model selection strategies in a SUR framework. The case of regional productivity in EU." The Annals of Regional Science 53, no. 1: 197-220.
Testing the assumption of independence between variables is a crucial aspect of spatial data analysis. However, the literature is limited and somewhat confusing. To our knowledge, we can mention only the bivariate generalization of Moran's statistic. This test suffers from several restrictions: it is applicable only to pairs of variables, a weighting matrix and the assumption of linearity are needed; the null hypothesis of the test is not totally clear. Given these limitations, we develop a new non-parametric test, Υ(m), based on symbolic dynamics with better properties. We show that the Υ(m) test can be extended to a multivariate framework, it is robust to departures from linearity, it does not need a weighting matrix and can be adapted to different specifications of the null. The test is consistent, computationally simple and with good size and power, as shown by a Monte Carlo experiment. An application to the case of the productivity of the manufacturing sector in the Ebro Valley illustrates our approach.
Marcos Herrera; Manuel Ruiz; Jesus Mur. Detecting Dependence Between Spatial Processes. Spatial Economic Analysis 2013, 8, 469 -497.
AMA StyleMarcos Herrera, Manuel Ruiz, Jesus Mur. Detecting Dependence Between Spatial Processes. Spatial Economic Analysis. 2013; 8 (4):469-497.
Chicago/Turabian StyleMarcos Herrera; Manuel Ruiz; Jesus Mur. 2013. "Detecting Dependence Between Spatial Processes." Spatial Economic Analysis 8, no. 4: 469-497.
The difficulties caused by the lack of stability in the parameters of an econometric model are well known: biased and inconsistent estimators, misleading tests and, in general, wrong inference. The list of consequences explains the attention that the literature on mainstream Econometrics has dedicated to the problem. The first formal test of parameter stability was due to Chow (1960), considering only one break point known a priori. Since then, the detection of structural breaks has received substantial attention in the discipline.
Jesùs Mur; Antonio Páez. Local Weighting Matrices or the Necessity of Flexibility. Regional Research Frontiers - Vol. 2 2012, 193 -212.
AMA StyleJesùs Mur, Antonio Páez. Local Weighting Matrices or the Necessity of Flexibility. Regional Research Frontiers - Vol. 2. 2012; ():193-212.
Chicago/Turabian StyleJesùs Mur; Antonio Páez. 2012. "Local Weighting Matrices or the Necessity of Flexibility." Regional Research Frontiers - Vol. 2 , no. : 193-212.