Research projects

Project CEMAPRE internal

TitleEssays in Spatial Econometrics
ParticipantsIsabel Proença (Principal Investigator), Luís Silveira Santos
SummaryThis project aims to contribute to the spatial data literature in twofold. First, with the
specification and estimation of nonlinear parametric models. Second, with empirical applications in
management and economics. In recent years, several authors discussed the importance of modelling
cross-sectional dependence in spatial data, due to the interactions established between different
units (regions, firms, ...) inside the same country or a well-defined area. Ignoring such dependence
structure may lead to misleading economic interpretation and biased estimates, especially when N is
large. In one hand, with regard to the complexity of introducing these spatial interactions in the
estimation, innovative methods and algorithms will be introduced, and Monte Carlo simulations will
be conducted. On the other hand, empirical applications taking into account spatial dependency will
be performed.