It is relatively easy to find symptoms of misspecification in a model that suffers from instability. Problems arise in relation to their interpretation: They may be due to a wrong selection of the functional form. There may be a problem of omitted variables or the parameters of the model may not be homogeneous across space. The authors focus their attention on the last aspect. Specifically, the intention is to develop a strategy to analyze the hypothesis of stability in the parameters of a spatial econometric model. It is important that this procedure should provide the user with information about the cause of instability. The content of the article is mixed. First, the authors develop a collection of robust Multipliers to test the hypothesis of stability in the main elements of a spatial econometric model. Then, they solve a Monte Carlo to analyze the behavior of the Multipliers. Finally, they present an application to the case of the Spanish elections by municipalities.
AnduizaE.2002. “Individual Characteristics, Institutional Incentives and Electoral Abstention in Western Europe.”European Journal of Political Research41:643–73.
2.
AnselinL.1988a. Spatial Econometrics. Methods and Models. Dordrecht: Kluwer.
3.
AnselinL.1988b. “Model Validation in a Spatial Econometrics: A Review and Evaluation of Alternative Approaches.”International Regional Science Review11:279–316.
4.
AnselinL.1988c. “Lagrange Multiplier Test Diagnostics for Spatial Dependence and Spatial Heterogeneity.”Geographical Analysis20:1–17.
5.
AnselinL.1990. “Spatial Dependence and Spatial Structural Instability in Applied Regression Analysis.”Journal of Regional Science30:185–207.
6.
AnselinL.BeraA.1998. “Spatial Dependence In Linear Regression Models With An Introduction To Spatial Econometrics.” In Handbook of Applied Economic Statistics, edited by UllahA.GilesD., 237–90. New York: Marcel Dekker.
7.
AnselinL.BeraA.FloraxR.YoonM.1996. “Simple Diagnostic Tests for Spatial Dependence.”Regional Science and Urban Economics26:77–104.
8.
BeraA.YoonM.1993. “Specification Testing with Locally Misspecified Alternatives.”Econometric Theory9:649–58.
9.
BlommesteinH.1983. “Specification and Estimation of Spatial Econometric Models. A Discussion of Alternative Strategies for Spatial Economic Modelling.”Regional Science and Urban Economics13:251–70.
10.
BreuschT.PaganA.1979. “A Simple Test for Heteroscedasticity and Random Coefficient Variation.”Econometrica47:1287–294.
11.
BrunsdonC.FotheringhamS.CharltonM.1998a. “Spatial Nonstationarity and Autoreggresive Models.”Environment and Planning A30:957–73.
La Caixa. 2008. Anuario Económico de España 2008. Barcelona, Spain: Caja de Ahorros y Pensiones de Barcelona.
14.
CampbellA.ConverseP.MillerW.StokesD.1960. The American Voter. New York: John Wiley & Sons.
15.
CasettiE.1972. “Generating Models by the Expansion Method. Application to Geographical Research.”Geographical Analysis4:81–91.
16.
ClevelandW.1979. “Robust Locally Weighted Regression and Smoothing Scatterplots.”Journal of the American Statistical Association74:829–36.
17.
ClevelandW.DevlinS.1988. “Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting.”Journal of the American Statistical Association83:596–610.
18.
CriadoH.2008. “The Effect of Party Mobilisation Strategies on the Vote: The PSOE and the PP in the 1996 Spanish Election.”European Journal of Political Research47:80–100.
19.
DavidsonJ.2000. Econometric Theory. New York: Blackwell.
20.
FarberS.PáezA.VolzE.2009. “Topology and Dependency Tests in Spatial and Network Autoregressive Models.”Geographical Analysis41:158–80.
21.
FloraxR.FolmerH.1992. “Specification and Estimation of Spatial Linear Regression Models: Monte Carlo Evaluation of Pre-Test Estimators.”Regional Science and Urban Economics22:405–32.
22.
FloraxR.FolmerH.ReyS.2003. “Specification Searches in Spatial Econometrics: The Relevance of Hendry’s Methodology.”Regional Science and Urban Economics33:557–79.
23.
FloraxR.FolmerH.ReyS.2006. “A Comment on Specification Searches in Spatial Econometrics: The Relevance of Hendry’s Methodology: A Reply.”Regional Science and Urban Economics36:300–308.
24.
Gobierno de España (Ministerio del Interior). 2008. “Elecciones a Cortes Generales 2008.”http://www.generales2008.mir.es. Accessed July 29, 2011.
25.
HendryD.2006. “A Comment on “Specification Searches in Spatial Econometrics: The Relevance of Hendry’s Methodology.””Regional Science and Urban Economics36:309–12.
26.
KimJ.ElliottE.WangD.2003. “A Spatial Analysis of County-Level Outcomes in US Presidential Elections: 1988-2000.”Electoral Studies22:741–61.
27.
LaitinD.1998. Identify in Formation: The Russian-Speaking Population in the Near-Abroad. Ithaca, NY: Cornell University Press.
28.
LipsetS. M.RokkanS.1967. “Cleavage Structures, Party Systems and Voter Alignments: An Introduction.” In Party Systems and Voter Alignments: Cross-National Perspectives, edited by LipsetS. M.RokkanS., 1–64. New York: The Free Press.
29.
LópezF.MurJ.AnguloA.2009. “Local Estimation of Spatial Autocorrelation Processes.” In Progress in Spatial Analysis: Theory, Computation and Thematic Applications, edited by PaezA.Le GalloJ.BuliungR.Dall’ErbaS., 111–40. Berlin: Springer.
30.
McMillenD.1996. “One Hundred Fifty Years of Land Values in Chicago: A Nonparametric Approach.”Journal of Urban Economics40:100–24.
31.
McMillenD.McDonaldJ.1997. “A Nonparametric Analysis of Employment Density in a Policentric City.”Journal of Regional Science37:591–612.
32.
MurJ.AnguloA.2009. “Model Selection Strategies in a Spatial Setting: Some Additional Results.”Regional Science and Urban Economics39:200–13.
33.
MurJ.LópezF.AnguloA.2008. “Symptoms of Instability in Models of Spatial Dependence.”Geographical Analysis40:189–211.
34.
MurJ.LópezF.AnguloA.2009. “Testing the Hypothesis of Stability in Spatial Econometric Models.”Papers in Regional Science88:409–44.
35.
MurJ.LópezF.AnguloA.2010. “Instability in Spatial Error Models. An Application to the Hypothesis of Convergence in the European Case.”Journal of Geographical Systems12:259–80.
36.
NieuwbeertaP.UlteeW.1999. “Class Voting in Western Industrialized Countries, 1945-1990: Systematizing and Testing Explanations.”European Journal of Political Research35:123–60.
37.
O’LoughlinJ.2002. “The Electoral Geography of Weimar Germany: Exploratory Spatial Data Analysis (ESDA) of Protestant Support for the Nazi Party.”Political Analysis11:217–43.
38.
O’LoughlinJ.FlintC.AnselinL.1994. “The Geography of Nazi Vote: Context, Confession and Class in the Reichstag Election of 1930.”Annals, Association of American Geographers84:351–80.
39.
PaceK.LesageJ.2004. “Spatial Autoregressive Local Estimation.” In Spatial Econometrics and Spatial Statistics, edited by GetisA.MurJ.ZollerH., 31–51. London: Palgrave.
40.
PáezA.UchidaT.MiyamotoK.2001. “Spatial Association and Heterogeneity Issues in Land Price Models.”Urban Studies38:1493–508.
41.
PáezA.UchidaT.MiyamotoK.2002a. “A General Framework for Estimation and Inference of Geographically Weighted Regression Models: 1: Location-Specific Kernel Bandwidth and a Test for Locational Heterogeneity.”Environment and Planning A34:733–54.
42.
PáezA.UchidaT.MiyamotoK.2002b. “A General Framework for Estimation and Inference of Geographically Weighted Regression Models: 2: Spatial Association and Model Specification Tests.”Environment and Planning A34:883–904.
43.
SmithT. E.2009. “Estimation Bias in Spatial Models with Strongly Connected Weight Matrices.”Geographical Analysis41:307–32.
44.
Van der EijkC.FranklinM.OppenhuisE.1996. “The Strategic Context: Party Choice.” In Choosing Europe: The European Electorate and National Politics in the Face of Union, edited by Van der EijkC.KranklinM., 332–65. Ann Arbor, MI: Michigan University Press.
45.
Van EgmondM.De GraafN. D.Van der EijkC.1998. “Electoral Participation in the Netherlands: Individual and Contextual Influences.”European Journal of Political Research342:281–300.
46.
WardM.O’LoughlinJ.2002. “Spatial Processes and Political Methodology.”Political Analysis11:211–17.
47.
WolfingerR.RosenstoneS.1980. Who Votes?New Haven: Yale University Press.
