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

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This 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...

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Detalles Bibliográficos
Autores: López Hernández, Fernando A., Mínguez Salidos, Román
Formato: artículo
Fecha de Publicación:2021
Institución:Pontificia Universidad Católica del Perú
Repositorio:PUCP-Institucional
Lenguaje:inglés
OAI Identifier:oai:repositorio.pucp.edu.pe:20.500.14657/186823
Enlace del recurso:https://revistas.pucp.edu.pe/index.php/economia/article/view/23957/22771
https://doi.org/10.18800/economia.202101.005
Nivel de acceso:acceso abierto
Materia:Parametric instability
Hypothesis test
Lagrange Multipliers
Scan methodology
Spatial autocorrelation
https://purl.org/pe-repo/ocde/ford#5.02.01
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spelling López Hernández, Fernando A.Mínguez Salidos, Román2022-10-03T16:47:04Z2022-10-03T21:18:38Z2022-10-03T16:47:04Z2022-10-03T21:18:38Z2021-05-06https://revistas.pucp.edu.pe/index.php/economia/article/view/23957/22771https://doi.org/10.18800/economia.202101.005This 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.application/pdfengPontificia Universidad Católica del PerúPEurn:issn:2304-4306urn:issn:0254-4415info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by/4.0Economía; Volume 44 Issue 87 (2021)reponame:PUCP-Institucionalinstname:Pontificia Universidad Católica del Perúinstacron:PUCPParametric instabilityHypothesis testLagrange MultipliersScan methodologySpatial autocorrelationhttps://purl.org/pe-repo/ocde/ford#5.02.01The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Modelsinfo:eu-repo/semantics/articleArtículo20.500.14657/186823oai:repositorio.pucp.edu.pe:20.500.14657/1868232025-03-21 15:33:13.926http://creativecommons.org/licenses/by/4.0info:eu-repo/semantics/openAccessmetadata.onlyhttps://repositorio.pucp.edu.peRepositorio Institucional de la PUCPrepositorio@pucp.pe
dc.title.en_US.fl_str_mv The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models
title The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models
spellingShingle The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models
López Hernández, Fernando A.
Parametric instability
Hypothesis test
Lagrange Multipliers
Scan methodology
Spatial autocorrelation
https://purl.org/pe-repo/ocde/ford#5.02.01
title_short The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models
title_full The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models
title_fullStr The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models
title_full_unstemmed The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models
title_sort The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models
author López Hernández, Fernando A.
author_facet López Hernández, Fernando A.
Mínguez Salidos, Román
author_role author
author2 Mínguez Salidos, Román
author2_role author
dc.contributor.author.fl_str_mv López Hernández, Fernando A.
Mínguez Salidos, Román
dc.subject.en_US.fl_str_mv Parametric instability
Hypothesis test
Lagrange Multipliers
Scan methodology
Spatial autocorrelation
topic Parametric instability
Hypothesis test
Lagrange Multipliers
Scan methodology
Spatial autocorrelation
https://purl.org/pe-repo/ocde/ford#5.02.01
dc.subject.ocde.none.fl_str_mv https://purl.org/pe-repo/ocde/ford#5.02.01
description This 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.
publishDate 2021
dc.date.accessioned.none.fl_str_mv 2022-10-03T16:47:04Z
2022-10-03T21:18:38Z
dc.date.available.none.fl_str_mv 2022-10-03T16:47:04Z
2022-10-03T21:18:38Z
dc.date.issued.fl_str_mv 2021-05-06
dc.type.none.fl_str_mv info:eu-repo/semantics/article
dc.type.other.none.fl_str_mv Artículo
format article
dc.identifier.uri.none.fl_str_mv https://revistas.pucp.edu.pe/index.php/economia/article/view/23957/22771
dc.identifier.doi.none.fl_str_mv https://doi.org/10.18800/economia.202101.005
url https://revistas.pucp.edu.pe/index.php/economia/article/view/23957/22771
https://doi.org/10.18800/economia.202101.005
dc.language.iso.none.fl_str_mv eng
language eng
dc.relation.ispartof.none.fl_str_mv urn:issn:2304-4306
urn:issn:0254-4415
dc.rights.es_ES.fl_str_mv info:eu-repo/semantics/openAccess
dc.rights.uri.*.fl_str_mv http://creativecommons.org/licenses/by/4.0
eu_rights_str_mv openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by/4.0
dc.format.none.fl_str_mv application/pdf
dc.publisher.es_ES.fl_str_mv Pontificia Universidad Católica del Perú
dc.publisher.country.none.fl_str_mv PE
dc.source.es_ES.fl_str_mv Economía; Volume 44 Issue 87 (2021)
dc.source.none.fl_str_mv reponame:PUCP-Institucional
instname:Pontificia Universidad Católica del Perú
instacron:PUCP
instname_str Pontificia Universidad Católica del Perú
instacron_str PUCP
institution PUCP
reponame_str PUCP-Institucional
collection PUCP-Institucional
repository.name.fl_str_mv Repositorio Institucional de la PUCP
repository.mail.fl_str_mv repositorio@pucp.pe
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score 13.7211075
The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models
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