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Papers by Jesus Mur

Testing the assumption of independence between variables is a crucial aspect of spatial data anal... more Testing the assumption of independence between variables is a crucial aspect of spatial data analysis. However, the literature is limited and somewhat confusing. To our knowledge, we can mention only the bivariate generalization of Moran's statistic. This test suffers from several restrictions: it is applicable only to pairs of variables, a weighting matrix and the assumption of linearity are needed; the null hypothesis of the test is not totally clear. Given these limitations, we develop a new non-parametric test, Υ (m), based on symbolic dynamics with better properties. We show that the Υ (m) test can be extended to a multivariate framework, it is robust to departures from linearity, it does not need a weighting matrix and can be adapted to different specifications of the null. The test is consistent, computationally simple and with good size and power, as shown by a Monte Carlo experiment. An application to the case of the productivity of the manufacturing sector in the Ebro Valley illustrates our approach.

Regional Science and Urban Economics, 2009

This paper continues from the discussion of Florax et al.(Florax, R., H. Folmer and S. Rey, 2003.... more This paper continues from the discussion of Florax et al.(Florax, R., H. Folmer and S. Rey, 2003. Specification searches in spatial econometrics: the relevance of Hendry&amp;#x27;s methodology. Regional Science and Urban Economics, 33, 557579.), regarding the ...

In this paper, the Spanish demand for food away from home is analysed. A panel data set is built ... more In this paper, the Spanish demand for food away from home is analysed. A panel data set is built and appropriate techniques for estimating limited dependent variable models have been applied. Results indicate that where there are zero expenditures, these are largely due to infrequency of purchase rather than to abstention or to economic reasons. Furthermore, important differences appear among households. On the one hand, those households whose head is a highly-educated person, male, young and living on a salary in a large town are more likely to purchase food away from home. On the other hand, increases in income only provokes more than proportional increases in expenditure for those households headed by an unschooled person, a female or a person older than 55 and also for those households with more than half of its members older than 60 years.

International Regional Science Review, 2012

ABSTRACT It is relatively easy to find symptoms of misspecification in a model that suffers from ... more ABSTRACT 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.

Page 1. On the specification of spatial econometric models By Jesús Mur University of Zaragoza Ab... more Page 1. On the specification of spatial econometric models By Jesús Mur University of Zaragoza Abstract In this paper we propose a reflection on the relevance of the concept of unit roots in the spatial dimension. The specialised ...

Spatial Economic Analysis, 2006

Abstract The spatial Durbin model occupies an interesting position in the field of spatial econom... more Abstract The spatial Durbin model occupies an interesting position in the field of spatial econometrics. It is the reduced form of a model with cross-sectional dependence in the errors and it may be used as the nesting equation in a more general approach of model ...

Journal of Agricultural Economics, 2007

We analyse the Spanish demand for food away from home (FAFH). A panel dataset is built and approp... more We analyse the Spanish demand for food away from home (FAFH). A panel dataset is built and appropriate techniques for estimating limited dependent variable models are applied. Results indicate that where there are zero expenditures, these are largely due to infrequency of purchase rather than to abstention, or for economic reasons. Furthermore, important differences appear among households. Households whose head is a highly educated person, male, young and living on a salary in a large town is more likely to purchase FAFH. FAFH expenditure responses to an increase in total per capita expenditure are markedly different depending on the age of the household's head, their employment status and also the size of the resident's town. The lowest elasticity is shown by single-person households, between 36 and 55 years old, employed and living in large towns, for whom FAFH has become a necessity. On the other hand, FAFH remains a luxury for unemployed couples with one or two children.

Applied Economics, 2002

The aim of this paper is to analyse the effect of town size on the Spanish demand for food. The m... more The aim of this paper is to analyse the effect of town size on the Spanish demand for food. The methodological approach followed in the study is to use panel data built from the Spanish Quarterly National Expenditure Survey to estimate a demand system. The use of this type of data allows control for unobserved time invariant heterogeneity as well as to take into account the time and the cross-section dimension of data. Four locations are distinguished: (1) less than 10000 inhabitants; (2) between 10000 and 100000 inhabitants; (3) between 100000 and 500000 inhabitants; and (4) more than 500000 inhabitants. Eight broad food categories are considered: (1) cereals and potatoes; (2) meat; (3) fish; (4) dairy products; (5) fats and oils; (6) fruits; (7) vegetables; and (8) other food. Income and price elasticities are calculated for each location. In general terms, two general conclusions can be drawn. First, results indicate that only slight changes in tastes have taken place during the analysed period; second, income and price elasticities use to decrease as town size increases.

Geographical Analysis, 2008

In recent years, there has been a growing interest in the problems caused by the existence of ins... more In recent years, there has been a growing interest in the problems caused by the existence of instability in cross-sectional regressions. The results about local autocorrelation measures are part of this debate, as are the proposals concerning the concept of geographically weighted regressions. This article also deals with the problem of stability (or the lack thereof), but focusing the discussion on the supposition of constancy in the parameter of spatial dependence. In most cases, this assumption is treated, with the risks that this involves, as a maintained hypothesis, which should be ascertained before continuing with the modeling exercise. In the article, we present a simple heterogeneity test for this type of parameters, based on the Lagrange Multiplier principle. To illustrate its use, we take the distribution of per capita income among the European regions as our discussion case. According to our results, there are clear signs of structural breaks in the spatial distribution of this variable and the scale factor and the autocorrelation coefficient appear to be principal actors.

El objetivo principal de nuestro papel es el de avanzar en el análisis de la heterogeneidad exist... more El objetivo principal de nuestro papel es el de avanzar en el análisis de la heterogeneidad existente en un modelo econométrico de naturaleza espacial.

Spanish Economic Review, 2007

In this paper we try to provide additional insight into the problem of how to discriminate betwee... more In this paper we try to provide additional insight into the problem of how to discriminate between the two most common spatial processes: the autoregressive and the moving average. This problem, whose analogous time series is apparently simple, acquires a certain complexity when it is considered in an irregular system of spatial units, mainly because there are few tools to carry out this discussion. Nevertheless, even with this lack, we believe that it is possible to make some progress using the methods available at present. In this paper we discuss the advantages and inconveniences of the different techniques that can help us to discriminate between both processes. We finish off the examination with a Monte Carlo exercise, and an application to the European regional income, which has enabled us to better understand the performance of several proposals such as the Lagrange Multipliers, the so-called Variance criterion and the tests of Vuong and Clarke.

The difficulties caused by the lack of stability in the parameters of an econometric model are we... more The difficulties caused by the lack of stability in the parameters of an econometric model are well known: biased and inconsistent estimators, misleading tests and, in general, wrong inference. Their importance explains the attention that the literature has dedicated to the problem. The first formal test of parameter stability is that of Chow (1960), which considers only one break point, known a priori, under the assumption of constant variances. Dufour (1982) extends the discussion to the case of multiple regimes and Phillips and Ploberger (1994) and Rossi (2005) place it in a context of model selection. Simultaneously, Quandt (1960) started another line of research in which the break point is unknown and the variance can change. The CUSUM test, based on recursive residuals (Brown et al. 1975), the various methods for endogenizing the choice of the break point (as in Banerjee et al. 1992), and the extension to multiple structural changes in a system of equations (Qu and Perron 2007) are natural proposals in this line. Other more peculiar approaches include the tests for continuous parameter variation (Hansen 1996), the Markov switching regression (García and Perron 1996) and the Bayesian approaches (e.g., Salazar 1982; Zivot and Phillips and Ploberger 1994; Koop and Potter 2007).

Journal of Geographical Systems, 2010

This paper focuses on the hypothesis of stability in the mechanisms of spatial dependence that ar... more This paper focuses on the hypothesis of stability in the mechanisms of spatial dependence that are usually employed in spatial econometric models. We propose a specification strategy for which the first step is to solve a local estimation algorithm, called the Zoom estimation. The aim of this stage is to detect problems of heterogeneity in the parameters and to identify the regimes. Then we resort to a battery of formal Lagrange Multipliers to test the assumption of stability in the processes of spatial dependence. The alternative hypothesis consists of the existence of several regimes in these parameters. A small Monte Carlo serves to confirm the behaviour of this strategy in a context of finite size samples. As an illustration, we solve an application to the case of the hypothesis of convergence for the per capita income in the European regions. Our results reveal the existence of a strong Centre-Periphery dichotomy in which instability extends to all the elements (coefficients of regression as well as parameters of spatial dependence) that intervene in a classical conditional β-convergence model.

Regional Science and Urban Economics, 2010

Papers in Regional Science, 2009

AbstractThe objective of this paper is to advance in the discussion of the topic of heterogeneity... more AbstractThe objective of this paper is to advance in the discussion of the topic of heterogeneity in a spatial econometric model. The proposal is not a novelty as there is a great deal of experience accumulated on the same subject. What differentiates this work is that we use a broad notion of the term heterogeneity, in association with different symptoms of stability in the elements of the equation. That is, we deal with problems (i) in the coefficients of regression, (ii) in the variance of the random term and (iii) in the mechanisms of spatial dependence. With this purpose, we develop several tests through which we tackle the problem of heterogeneity from various perspectives. We assess their performance through a Monte Carlo experiment.The objective of this paper is to advance in the discussion of the topic of heterogeneity in a spatial econometric model. The proposal is not a novelty as there is a great deal of experience accumulated on the same subject. What differentiates this work is that we use a broad notion of the term heterogeneity, in association with different symptoms of stability in the elements of the equation. That is, we deal with problems (i) in the coefficients of regression, (ii) in the variance of the random term and (iii) in the mechanisms of spatial dependence. With this purpose, we develop several tests through which we tackle the problem of heterogeneity from various perspectives. We assess their performance through a Monte Carlo experiment.ResumenEl objetivo de este artículo es avanzar en la discusión sobre el tema de la heterogeneidad existente en un modelo econométrico espacial. La propuesta no es novedosa por cuanto ya existe mucha experiencia acumulada sobre el mismo tema. Lo que distingue a este trabajo es que utilizamos una lectura amplia del término heterogeneidad, asociado a diversos síntomas de estabilidad en los elementos de la ecuación. Esto es, tratamos con problemas (i) en los coeficientes de regresión, (ii) en la varianza del término aleatorio y (iii) en los mecanismos de dependencia espacial. Con este propósito, desarrollamos varias pruebas mediante las cuales abordamos el problema de la heterogeneidad desde perspectivas diferentes. Evaluamos su rendimiento mediante un experimento de Monte Carlo.El objetivo de este artículo es avanzar en la discusión sobre el tema de la heterogeneidad existente en un modelo econométrico espacial. La propuesta no es novedosa por cuanto ya existe mucha experiencia acumulada sobre el mismo tema. Lo que distingue a este trabajo es que utilizamos una lectura amplia del término heterogeneidad, asociado a diversos síntomas de estabilidad en los elementos de la ecuación. Esto es, tratamos con problemas (i) en los coeficientes de regresión, (ii) en la varianza del término aleatorio y (iii) en los mecanismos de dependencia espacial. Con este propósito, desarrollamos varias pruebas mediante las cuales abordamos el problema de la heterogeneidad desde perspectivas diferentes. Evaluamos su rendimiento mediante un experimento de Monte Carlo.