ECUE Spatial econometrics and innovation

ECUE's code : IMEESP3

This course belong to UE Innovations et dynamique industrielle (6 ECTS) which contains 5 ECUE

Structure

EUR ELMI

Disciplinary domain

Sciences de gestion et du management

Campus

Campus Saint Jean d'Angély

Course's level

Master 2

Semester

Semestre impair

Language

Anglais

PRESENTATION

This course introduces students to spatial econometrics, in order to provide them a useful technical tool to analyze innovation, industrial, and growth dynamics.

Spatial econometrics is a subfield of econometrics which intersects with spatial analysis, and it is used to analyze spatial dependence among observations, which often arises when observations are collected from points or regions located in space.

Spatial econometrics represents a methodology which has been acquiring more and more relevance during the recent years within the econometric literature, and it has been used extensively in different fields in economics, such as industrial organization, international economics, and growth.

Course's manager(s)

In class

14h of lectures
6h of directed studies

PREREQUISITES

Before the start of the course, I must ...

Have preliminary knowledge in econometrics, linear algebra and calculus.
Know two software used in this course : - Stata/R (preliminary knowledge required). - GeoDa (no preliminary knowledge required).

OBJECTIVES

By the end of this course, I should be able to...

Get necessary knowledge and tools in order to be able to conduct spatial econometric analysis
Acquire most common spatial models which have been developed in the literature, the estimators used for estimating them
Acquire the different approaches used to construct spatial weight matrices, and local and global indexes of spatial autocorrelation.

CONTENT

SAR, SEM, Durbin and SAC models

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GWR regression

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MLE, QMLE, GMM estimators for spatial models

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Spatial weight matrixes

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LISA and Moran’s statistics

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Access to complete Syllabus (Authentification required)

Important

This syllabus has no contractual value. Its content is subject to change throughout this year: be aware to the last updates