000079621 001__ 79621 000079621 005__ 20200117212658.0 000079621 0247_ $$2doi$$a10.1016/j.regsciurbeco.2017.08.005 000079621 0248_ $$2sideral$$a103512 000079621 037__ $$aART-2018-103512 000079621 041__ $$aeng 000079621 100__ $$0(orcid)0000-0003-4719-1345$$aAngulo, Ana$$uUniversidad de Zaragoza 000079621 245__ $$aTesting for breaks in the weighting matrix 000079621 260__ $$c2018 000079621 5060_ $$aAccess copy available to the general public$$fUnrestricted 000079621 5203_ $$aA weighting matrix, W, say, connecting pairs of observation sites, is a key element in the specification of many spatial models. Typically this matrix is fixed a priori by the investigator, which is seldom satisfactory. Recent proposals advocate a more data-driven approach in which W may be estimated. Where panel data are available it may be possible not only to estimate W but also to test its constancy through time. When the time dimension of the panel is large there is a non-negligible risk of breaks in model parameters, including possibly the weights. Ignoring such breaks when they are present will produce at best inefficient parameter estimates, and in most cases, biases. The paper focuses on the stability of W by adapting to the spatial panel context tests for the constancy of covariance matrices developed in the multivariate statistics literature. Information provided by these tests is a prerequisite for a satisfactory analysis of models in which W appears. The utility of our approach is illustrated by two case studies of the contemporary Spanish economy. 000079621 536__ $$9info:eu-repo/grantAgreement/ES/MINECO/ECO-2015-65758-P 000079621 540__ $$9info:eu-repo/semantics/openAccess$$aby-nc-nd$$uhttp://creativecommons.org/licenses/by-nc-nd/3.0/es/ 000079621 590__ $$a2.092$$b2018 000079621 591__ $$aECONOMICS$$b91 / 363 = 0.251$$c2018$$dQ2$$eT1 000079621 591__ $$aURBAN STUDIES$$b18 / 40 = 0.45$$c2018$$dQ2$$eT2 000079621 591__ $$aENVIRONMENTAL STUDIES$$b61 / 116 = 0.526$$c2018$$dQ3$$eT2 000079621 592__ $$a1.57$$b2018 000079621 593__ $$aUrban Studies$$c2018$$dQ1 000079621 593__ $$aEconomics and Econometrics$$c2018$$dQ1 000079621 655_4 $$ainfo:eu-repo/semantics/article$$vinfo:eu-repo/semantics/acceptedVersion 000079621 700__ $$aBurridge, Peter 000079621 700__ $$0(orcid)0000-0002-7384-9166$$aMur, Jesús$$uUniversidad de Zaragoza 000079621 7102_ $$14000$$2415$$aUniversidad de Zaragoza$$bDpto. Análisis Económico$$cÁrea Fund. Análisis Económico 000079621 773__ $$g68 (2018), 115-129 [49 p.]$$pReg. sci. urban econ.$$tREGIONAL SCIENCE AND URBAN ECONOMICS$$x0166-0462 000079621 8564_ $$s859705$$uhttps://zaguan.unizar.es/record/79621/files/texto_completo.pdf$$yPostprint 000079621 8564_ $$s44039$$uhttps://zaguan.unizar.es/record/79621/files/texto_completo.jpg?subformat=icon$$xicon$$yPostprint 000079621 909CO $$ooai:zaguan.unizar.es:79621$$particulos$$pdriver 000079621 951__ $$a2020-01-17-21:24:07 000079621 980__ $$aARTICLE