AM-32 - Spatial autoregressive models

You are currently viewing an archived version of Topic Spatial autoregressive models. If updates or revisions have been published you can find them at Spatial autoregressive models.

Learning Objectives: 
  • Explain Anselin’s typology of spatial autoregressive models
  • Demonstrate how the parameters of spatial auto-regressive models can be estimated using univariate and bivariate optimization algorithms for maximizing the likelihood function
  • Justify the choice of a particular spatial autoregressive model for a given application
  • Implement a maximum likelihood estimation procedure for determining key spatial econometric parameters
  • Apply spatial statistic software (e.g., GEODA) to create and estimate an autoregressive model
  • Conduct a spatial econometric analysis to test for spatial dependence in the residuals from least-squares models and spatial autoregressive models