79621 20200117212658.0 doi 10.1016/j.regsciurbeco.2017.08.005 sideral 103512 ART-2018-103512 eng (orcid)0000-0003-4719-1345 Angulo, Ana Universidad de Zaragoza Testing for breaks in the weighting matrix 2018 Access copy available to the general public Unrestricted A 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. info:eu-repo/grantAgreement/ES/MINECO/ECO-2015-65758-P info:eu-repo/semantics/openAccess by-nc-nd http://creativecommons.org/licenses/by-nc-nd/3.0/es/ 2.092 2018 ECONOMICS 91 / 363 = 0.251 2018 Q2 T1 URBAN STUDIES 18 / 40 = 0.45 2018 Q2 T2 ENVIRONMENTAL STUDIES 61 / 116 = 0.526 2018 Q3 T2 1.57 2018 Urban Studies 2018 Q1 Economics and Econometrics 2018 Q1 info:eu-repo/semantics/article info:eu-repo/semantics/acceptedVersion Burridge, Peter (orcid)0000-0002-7384-9166 Mur, Jesús Universidad de Zaragoza 4000 415 Universidad de Zaragoza Dpto. Análisis Económico Área Fund. Análisis Económico 68 (2018), 115-129 [49 p.] Reg. sci. urban econ. REGIONAL SCIENCE AND URBAN ECONOMICS 0166-0462 859705 http://zaguan.unizar.es/record/79621/files/texto_completo.pdf Postprint 44039 http://zaguan.unizar.es/record/79621/files/texto_completo.jpg?subformat=icon icon Postprint oai:zaguan.unizar.es:79621 articulos driver 2020-01-17-21:24:07 ARTICLE