Spatial Econometrics Advanced Institute

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Summer schools

Certifications & Titles

School certification of attendance

Study Options

Full Time

Fees

Regular fees: 1900 - 2600 EUR

 

 

Spatial models have been important tools in many fields in analyzing a wide range of empirical issues. Such models can be also used for analyzing network-generated data including peer effects in social networks. Spatial econometrics is the discipline that makes use of such models in economics, regional science and geography. This summer school provides a unique overview of the statistical and econometric tools necessary for a rigorous spatial and network data analysis. The instructors of the school are worldwide famous for the quality of their scientific research on spatial econometrics and for having contributed to the birth and the development of this scientific field. The school is sponsored by the Spatial Econometrics Association. In the past 13 editions since 2008, it hosted more than 300 students coming from all 5 continents. Attendants to the SEAI have the possibility to become part of an emerging international community of cutting edge scientific research in spatial econometrics. The school consists of 2 weeks, 6 days a week (Monday to Saturday). Each day we have morning lectures (9:00- 12.30) and afternoon labs (13:30-16:00) using R and STATA.

Block 1 An introduction to Spatial Statistics, Giuseppe Arbia, Professor of Economic Statistics, Catholic University of the Sacred Heart, Milan (June 29th-July 1st)

Introductory concepts: Typologies of spatial data. The notion of spatial lag; Moran’s I, Whittle’s and Geary’s measure, Local measures of spatial association (LISA), Spatial concentration

Areal data Random fields and spatial models, Gaussian random fields, homogeneity and isotropy, ergodicity, Markovian random fields, Spatial autoregressive models

Point data, geostatistics and interaction data: Spatial microeconometrics, Statistical point pattern analysis, Ripley’s k-fuction, Principles of geostatistics. Basic notions of gravity-type spatial interaction models

 

Block 2: Statistics & Econometrics: A Passage to Spatial Analysis:, Anil K. Bera, Professor of Economics, University of Illinois at Urbana-Champaign (UIUC) (July 2-4)

History of Spatial Analysis From the Big Bang to Pre-history to Human Civilization to Black Hole

Spatial Analysis in Time of Cholera: Work of Dr. John Snow (1854), Design of Experiments and Sample Survey: Work of Fisher and Mahalanobis (1920-1950). First Formal Paper on Spatial Analysis: Moran (1948).

Theory of Spatial Analysis : Why (Spatial) Dependence Matter? Contrast between Time-Series and Spatial Dependence. Different Spatial Models

Spatial Models: Moran I Test (Theory). General Theory of Testing (LR, W and RS/LM). Testing Misspecified Models. Specification Tests for Spatial Models. Applications

 

Block 3: Methods of Inference for Spatial Networks, Ingmar Prucha, Distinguished University Professor and Professor of Economics, University of Maryland (July 6-8)

Specification of Cliff-Ord Type Spatial Models: Spillovers in the endogenous variables. Spillovers in the exogenous variables. Spillovers in the disturbances

Background Material on Linear Quadratic Forms: Variance of Linear Quadratic Forms. Central Limit Theorem for Linear Quadratic

Estimation of Cliff-Ord Type Spatial Models ML and GMM Estimation of a single equation spatial model. Impact measures for spatial models. Prediction from spatial models. Extensions of the Moran I test for network dependence. Simultaneous equation spatial models (if time permits). HAC Variance covariance estimation (if time permits)

 

Block 4: Spatial Panel Data, Badi H. Baltagi, Distinguished Professor of Economics.Syracuse University (July 9-11)

Basic Review of Panel Data Methods: Fixed and Random Effects Estimation. Extensions to Spatial Fixed and Random Effects Panel data models. Testing for Random and Fixed Effects. Extensions to Spatial Panel data: Testing for Spatial Dependence with Fixed and Random Effects. Applications.

Seemingly Unrelated Regressions: Extensions to Seemingly Unrelated Regressions: Spatial Panel Data Models. Extensions to Endogeneity and Heterogeneity. Applications.

Dynamic Panel Data. Extensions to Dynamic Spatial Panel Data. Applications.

Panel Data Forecasting. Extensions to Spatial Panel Data Forecasting. Nonstationary Panels. Applications with Stata.

 

More Information

Posted on

Start Date

End Date

Application Deadline

Type

Summer schools

Certifications & Titles

School certification of attendance

Study Options

Full Time

Fees

Regular fees: 1900 - 2600 EUR

Via%20Sallustiana%2C%2062%2C%20Rome%2C%20Italy

Via Sallustiana, 62

00187 Rome , Italy