ACE592 SE Spatial Econometrics

Luc Anselin

Welcome to the home page for my Spring 2005 Spatial Econometrics course.This site will provide links to all the resources for the course. It will be updated frequently during the semester, so check back often, especially the morning of each class. You will need Adobe Acrobat Reader to download course materials in pdf format. Make sure you have at least Version 6, since most of my files are generated with Acrobat Professional 6.0 and there are some incompatibilities with earlier versions of the reader (such as Version 4).

Lecture Notes

(Notes, Powerpoint handouts, Powerpoint slides)

Note: these materials are from last year's Fall 2003 course, but they will form the basis of our discussion this semester as well. See the syllabus for details on the course format.

• Introduction: Notes, Handouts, Slides
• Spatial Autocorrelation Refresher: Notes, Handouts, Slides
• Spatial Weights: Notes, Handouts, Slides
• Updated outline: Spatial Autocorrelation Refresher (covers all introductory materials)
• Model Specification (1), Spatial Process Models: Notes, Handouts, Slides
• Model Specification (2), Spatial Regression Models: Notes, Handouts, Slides
• Model Specification (3), Spatial Heterogeneity: Notes, Handouts, Slides
• Specification Testing (1), Principles: Notes, Handouts, Slides
• Specification Testing (2), Likelihood-Based Tests: Notes, Handouts, Slides
• Specification Testing (3), Advanced Topics: Notes, Handouts, Slides
• Estimation, Maximum Likelihood: Notes, Handouts, Slides
• Estimation, Instrumental Variables-GM-GMM: Notes, Handouts, Slides
• Space-Time Models: Notes, Handouts, Slides
• Spatial Probit: Notes, Handouts, Slides

Labs

• Introduction to GeoDa
• GeoDa Workbook, exercises 1-3
• Introduction to R
• R Workbook, exercise 1
• Spatial weights in GeoDa
• GeoDa Workbook, exercises 15-17
• Getting your data and weights into R
• R Workbook, exercise 2
• Spatial autocorrelation analysis in R
• R Workbook, exercise 3
• Monte Carlo simulation (1): assessing the properties of a test statistic
• R Workbook, exercise 4
• Monte Carlo simulation (2): assessing the properties of an estimator
• R Workbook, exercise 5
• Spatial regression analysis in R
• R Workbook, exercise 6

Lab Resources

• The Comprehensive R Archive Network
• The R-Geo Site
• Venables-Smith et al., Introduction to R
• spdep Package User's Guide

Workbooks

• Exploring Spatial Data with GeoDa: A Workbook
• Spatial Regression Analysis in R: A Workbook

Assignments

• Assignment 1: Article Review, due February 21, 2005
• Updated list of papers picked, (first come first served)
• Assignment 2: Simulation Exercise, due April 25, 2005 (NEW DUE DATE)
  • Example research questions and research designs for simulation exercise
• Assignment 3: Empirical Exercise, due May 2, 2005

Supporting Materials

• Course Syllabus (pdf)
• GeoDa Home Page
• GeoDa 0.9 User's Guide (pdf)
• GeoDa 0.9-5 Release Notes (pdf)
• Spatial Data Analysis Tutorials

Last updated March 13, 2005