The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models

dc.creatorLópez Hernández, Fernando A.
dc.creatorMínguez Salidos, Román
dc.date2022-10-03T16:47:04Z
dc.date2022-10-03T21:18:38Z
dc.date2022-10-03T16:47:04Z
dc.date2022-10-03T21:18:38Z
dc.date2021-05-06
dc.date.accessioned2023-03-08T22:30:48Z
dc.date.available2023-03-08T22:30:48Z
dc.identifierhttps://revistas.pucp.edu.pe/index.php/economia/article/view/23957/22771
dc.identifierhttps://repositorio.pucp.edu.pe/index/handle/123456789/186823
dc.identifierhttps://doi.org/10.18800/economia.202101.005
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5984087
dc.descriptionThis paper presents a test based on the principle of Lagrange Multipliers to identify spatial instability in the constant coefficient of regression models including substantive spatial dependence. The test has been adapted to the Scan methodology. Its main advantage is that it identifies areas with differential behavior without the need to provide information about their location, shape, or size. The study shows the utility of the test, reconsidering the results obtained by Mur et al.(2008) about instability in the distribution of per capita income in European regions.
dc.formatapplication/pdf
dc.languageeng
dc.publisherPontificia Universidad Católica del Perú
dc.publisherPE
dc.relationurn:issn:2304-4306
dc.relationurn:issn:0254-4415
dc.rightsAttribution 4.0 International
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightshttp://creativecommons.org/licenses/by/4.0
dc.sourceEconomía; Volume 44 Issue 87 (2021)
dc.subjectParametric instability
dc.subjectHypothesis test
dc.subjectLagrange Multipliers
dc.subjectScan methodology
dc.subjectSpatial autocorrelation
dc.subjecthttps://purl.org/pe-repo/ocde/ford#5.02.01
dc.titleThe Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models
dc.typeinfo:eu-repo/semantics/article
dc.typeArtículo


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