Diagnostic Tools for Nonlinearity in Spatial Models

Arbeitspapier

There is an increasing awareness of the potential of nonlinear modeling in regional science, which can partly be explained by the recognition of the limitations of conventional equilibrium models in complex situationsand partly by the easy availability and accessibility of sophisticated computational techniques. Among the class of nonlinear models chaos theory stands out as an interesting approach, in which notable progress hasbeen made in economic research. However, the operational significance– in terms of solid empirical tests on chaos – has still been rather limited and a rigorous statistical-econometric treatment of chaos phenomena isstill lacking. This paper is concerned with a methodological and empirical analysis of chaos in spatial systems. It seeks to break new research ground by linking the classical diagnostic tools developed in spatial econometrics to nonlinearity tests for empirical data series, in particular the so-called BDS (Brock, Dechert, Scheinkman) test. A spatial variant of the BDS test is developed, and subsequently applied in the context of a shift-share model for Dutch regional labor markets.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: Tinbergen Institute Discussion Paper ; No. 98-072/3

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Hypothesis Testing: General ; Semiparametric and Nonparametric Methods: General ; Neural Networks and Related Topics ; Size and Spatial Distributions of Regional Economic Activity ; Urban, Rural, Regional, Real Estate, and Transportation Economics: Regional Migration; Regional Labor Markets; Population; Neighborhood Characteristics
• Thema: chaos theory ; misspecification tests ; spatial dependence ; nonlinearity ; shift-share model ; regional labor markets ; Raumwirtschaftstheorie ; Wirtschaftsmodell ; Chaostheorie ; Theorie

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): de Graaff, Thomas ; Florax, Raymond J.G.M. ; Nijkamp, Peter ; Reggiani, Aura
• Ereignis: Veröffentlichung
• (wer): Tinbergen Institute
• (wo): Amsterdam and Rotterdam
• (wann): 1998

Weitere Informationen

• Handle: http://hdl.handle.net/10419/85434
• Letzte Aktualisierung: 10.03.2025, 11:42 MEZ