The Spatial Structure of Housing Prices in Madrid: Evidence from Spatio-temporal Scan Statistics

Chasco, Coro; Gallo, Julie Le; Hernández, Fernando A. López

doi:10.1007/978-1-4614-8414-1_58-1

Cited by 2 publications

(2 citation statements)

References 42 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…The Scan methodology is widely used in a number of fields, and it has recently been incorporated into the area of spatial econometrics (López et al, 2015;Chasco et al, 2018Chasco et al, , 2020. Compared to other contrast methodologies, the main advantage of the Scan methodology is its subproduct.…”

Section: Discussionmentioning

confidence: 99%

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

Hernández

Salidos

2021

ECONOMIA

View full text Add to dashboard Cite

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.

show abstract

Section: Discussionmentioning

confidence: 99%

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

Hernández

Salidos

2021

ECONOMIA

View full text Add to dashboard Cite

show abstract

“…In particular, scan statistics are powerful methods to detect clusters in a onedimensional or multidimensional space with a variable size scanning window and then test the clusters' statistical significance (see Glaz et al (2001Glaz et al ( , 2009 for a review). These methods are widely used in many fields such as epidemiology ( Luquero et al 2011;Genin et al 2020), genetics ( Ott and Hoh 2012) or economics ( Pa ´ez et al 2002;Chasco et al 2020). In the field of spatial econometrics, a particular case of scan statistics, namely two-dimensional scan statistics, are particularly relevant to identify geographical areas with abnormally high or low values of the dependent variable under study.…”

Section: Introductionmentioning

confidence: 99%