Spatial Cross-Section and Spatial Panel Data Econometrics using Stata

Cass Business School 2 days (21st March 2019 - 22nd March 2019) Stata Intermediate
Delivered by: Professor Alain Pirotte (University Paris II Panthéon-Assas)
Econometrics, Panel methods

Overview

Spatial econometrics has now reached a stage of maturity. While originally most of the work in this field was inspired by research questions arising in regional science and economic geography, its definition and scope have moved to mainstream economics and other social sciences, such as sociology or political science. Economic interactions in space and other forms of peer effects now receive considerable attention both from a theoretical as well as from an applied perspective. The applications making use of spatial econometrics have risen exponentially in the last two decades.

This two-day course will explore two important topics in econometrics: spatial cross-section and spatial static and dynamic panel data models. Their estimation methods are described. Several empirical applications will be presented. This course will acquaint the participants with spatial cross-section and spatial panel data techniques. By the end of the two-day course participants should be able to prepare and define spatial data (especially the spatial matrix W) using Stata, estimate the spatial models (cross-section and panel), and conduct different testing procedures.

Agenda

Day 1

Sessions 1 & 2
  • Preparing and defining spatial data
  • Generating W using Stata
  • Spatial global statistics using Stata
  • Practical examples using Stata
Sessions 3 & 4
  • Taxonomy of spatial cross-section models
  • Estimation methods
  • Spatial hypothesis tests
  • Practical examples using Stata

Day 2

Sessions 1 & 2
  • Spatial static panel data models
  • Estimation methods
  • Testing procedures
  • Practical examples using Stata
Sessions 3 & 4
  • Introduction to spatial dynamic panel data models
  • Estimation methods
  • Practical examples using Stata

Principal texts for pre-course reading:

  • Anselin, L. 1988. Spatial Econometrics: Methods and Models. Kluwer Academic Publishers, Dordrecht.
  • Anselin, L. and A. Bera. 1998. Spatial dependence in linear regression models with an Introduction to Spatial Econometrics. In A. Ullah and D.E.A. Giles (eds.), Handbook of Applied Economic Statistics, Statistics: textbooks and monographs, Vol. 155, Chapter 7, 237-289, Marcel Dekker, New York.
  • Brueckner, J. 2003. Strategic interaction among governments: An overview of empirical studies. International Regional Science Review 26, 175-188.
  • Kelejian, H. and G. Piras. 2017. Spatial Econometrics. Academic Press, Cambridge (MA).
  • LeSage, J. and R.K. Pace. 2009. Introduction to Spatial Econometrics. Chapman & Hall/CRC Press, Boca Raton.
  • Elhorst, J.P. 2014. Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer Briefs in Regional Science, Springer, Dordrecht.

Principal texts for post-course reading:

  • Anselin, L. 2010. Thirty years of spatial econometrics. Papers in Regional Science 89, 3-25.
  • Anselin, L., R. Florax and S. Rey (eds.). 2004. Advances in Spatial Econometrics. Springer, New York.
  • Arbia, G. 2006. Spatial Econometrics: Statistical Foundations and Applications to Regional Convergence. Springer, Berlin.
  • Baltagi, B.H. (ed.). 2018. Special Issue on Spatial Econometrics in Honor of Ingmar Prucha. Empirical Economics 1.
  • Lee, L.-F. and J. Yu. 2010. Some recent developments in spatial panel data models. Regional Science and Urban Economics 40, 255-271.
  • Le Gallo, J. and A. Pirotte. 2017. Models for Spatial Panels. L. Mátyás ed., The Econometrics of Multi-Dimensional Panels: Theory and Applications, Chapter 9, 263-289, Springer.

DAILY TIMETABLE (subject to minor changes)

TimeSession / Description
08:45-09:15 Arrival and Registration
09:30-11:00 Session 1
11:00-11:15 Tea/coffee break
11:15-12:45 Session 2
12:45-13:45 Lunch
13:45-15:15 Session 3
15:15-15:30 Tea/coffee break
15:30-17:00 Session 4

Prerequisites

Intermediate level knowledge of econometrics and panel data econometrics. Familiarity with Stata fundamentals (built-in functions) is required.

Terms and Conditions

  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrolment).
  • Additional discounts are available for multiple registrations.
  • Cost includes course materials, lunch and refreshments.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course. (Alternatively, laptops can be hired for a fee of £10.00 (ex. VAT) per day).
  • If you need assistance in locating hotel accommodation in the region, please notify us at the time of booking.
  • Payment of course fees required prior to the course start date.
  • Registration closes 5-calendar days prior to the start of the course.
    • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
    • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
    • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.

The number of delegates is restricted. Please register early to guarantee your place.

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    2-Day Course: 21-22 March 2019 (21/03/2019 - 22/03/2019)

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Cass Business School is located approximately five to ten minutes walk from the nearest underground and railway stations (Moorgate, Old Street, Barbican and Liverpool Street).

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