Identifying nonlinear spatial dependence patterns by using non-parametric testsevidence for the European Union

  1. López Hernández, Fernando Antonio
  2. Artal Tur, Andrés
  3. Maté Sánchez de Val, Mari Luz
Revista:
Investigaciones Regionales = Journal of Regional Research

ISSN: 1695-7253,  2340-2717

Año de publicación: 2011

Título del ejemplar: Contributions to spatial econometrics

Número: 21

Páginas: 19-36

Tipo: Artículo

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Otras publicaciones en: Investigaciones Regionales = Journal of Regional Research

Resumen

Es cada vez mas frecuente evaluar la presencia de estructuras de dependencia espacial en estudios econométricos cuando se analizan datos de corte transversal. La práctica habitual de los investigadores es utilizar tests paramétricos para identificar este tipo de estructuras en los datos y, con diferencia, los dos contrastes más populares son el test de la I de Moran (IM) y el basado en los Multiplicadores de Lagrange (LM). Sin embargo, este enfoque puede ser engañoso cuando en nuestros datos están presentes estructuras de dependencia espacial no lineales. En este trabajo ilustramos esta problemática presentando tres contrastes no paramétricos, alternativos a los clásicos que presentan un mejor comportamiento en presencia de no-linealidades. Una aplicación utilizando diversas variables económicas y filtros espaciales en las Regiones Europeas recomiendan, claramente, utilizar estos contrastes no paramétricos.

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