An introductory course on spatial econometrics
The Department of Econometrics and Business Statistics at Monash Business School is pleased to host a three-day course on Spatial Econometrics.
Spatial econometrics is concerned with the formal specification, testing, and estimation of empirical models, taking into account the existence of spatial externalities. Such externalities may take the form of spatial interactions or spatial spill-overs.
Spatial models are common in regional science, real estate economics, education economics, housing markets and many others. Recent developments also include methods and models from social network econometrics.
Join us for an introductory course on Spatial Econometrics where you will:
- Be introduced to key problems related to handling spatial data.
- Discuss the properties of basic spatial econometric models.
- Gain the necessary skills to estimate these models in the R Studio © environment.
- Access a broad overview of the most recent developments and refinements of the basic models.
The participation fee to attend this course is $250 AUD. Following this course, the Australian Spatial Econometrics and Statistics Workshop will be held on Friday 17 February 2023. There is no fee to attend this workshop, and it is not a requirement of this course to participate in the workshop.
Who is this course aimed at?
Postgraduate students, researchers and practitioners who would like to update and enhance their research skills in spatial econometric analysis.
It is a prerequisite for participants to have completed an introductory econometrics course.
The course includes laboratory sessions in the R Studio © environment. An understanding of basic skills in usage of R © is recommended.
Course highlights
- A short history of Spatial Econometrics.
- Typologies of spatial data and introductory notions of point pattern analysis.
- Descriptive spatial measures and local indicators of spatial association (LISA), definitions of the topology of a spatial system and of the weight matrix.
- Non-linear models for binary dependent variables, and non-stationary models.
- Specification, estimation and hypothesis testing of the general stationary, homoscedastic SARAR model. Particularisation with the Spatial Lag, the Spatial Error and the Spatial Durbin model.
- Robust spatial testing and robust spatial models.
- Introduction to spatial panel data models, and methods for big spatial data.
Important information
Course participation fee: $250 AUD
Course dates: Tuesday 14 – Thursday 16 February 2023
Deadline to register: Sunday 15 January 2023
Course Instructor
Professor Giuseppe Arbia, Universita' Cattolica del Sacro Cuore
Prof Arbia is Full Professor of Economic Statistics at the Faculty of Economics, Rome office. He holds a PhD from the University of Cambridge (UK). His extended research contributions lie in the area of Spatial Statistics and Spatial Econometrics. He has published 8 books (by Palgrave-Macmillan, Kluwer, Springer-Verlag, Routledge and CEDAM), 8 book chapters and around 200 articles which are highly cited across the discipline. He is founder and Editor-in-Chief of the "Journal of Spatial Econometrics" (Springer-Verlag), as well as founder and Chairman of the Spatial Econometrics Association since 2006. He is a member of the editorial board of "Empirical Economics" and "Letters in Spatial and Resource Sciences" journals, and is Director of the book series "Spatial Econometrics and Spatial Statistics" (Elsevier).
Organised by
Dr Natalia Bailey, Department of Econometrics and Business Statistics (EBS), Monash Business School, Monash University
This course is sponsored by the Department of Econometrics and Business Statistics (EBS), Monash Business School, and the Spatial Econometrics Association.
Contact
For any queries related to this course, please email ses2023@monash.edu
Event Details
- Date:
- 14 February 2023 at 9:00 am – 16 February 2023 at 5:00 pm
- Venue:
- Room H9.02, Building H, Monash University Caulfield campus. 900 Dandenong Road, Caulfield, VIC, 3145
- Categories:
- Econometrics and Business Statistics; General
Description
The Department of Econometrics and Business Statistics at Monash Business School is pleased to host a three-day course on Spatial Econometrics.
Spatial econometrics is concerned with the formal specification, testing, and estimation of empirical models, taking into account the existence of spatial externalities. Such externalities may take the form of spatial interactions or spatial spill-overs.
Spatial models are common in regional science, real estate economics, education economics, housing markets and many others. Recent developments also include methods and models from social network econometrics.
Join us for an introductory course on Spatial Econometrics where you will:
- Be introduced to key problems related to handling spatial data.
- Discuss the properties of basic spatial econometric models.
- Gain the necessary skills to estimate these models in the R Studio © environment.
- Access a broad overview of the most recent developments and refinements of the basic models.
The participation fee to attend this course is $250 AUD. Following this course, the Australian Spatial Econometrics and Statistics Workshop will be held on Friday 17 February 2023. There is no fee to attend this workshop, and it is not a requirement of this course to participate in the workshop.
Who is this course aimed at?
Postgraduate students, researchers and practitioners who would like to update and enhance their research skills in spatial econometric analysis.
It is a prerequisite for participants to have completed an introductory econometrics course.
The course includes laboratory sessions in the R Studio © environment. An understanding of basic skills in usage of R © is recommended.
Course highlights
- A short history of Spatial Econometrics.
- Typologies of spatial data and introductory notions of point pattern analysis.
- Descriptive spatial measures and local indicators of spatial association (LISA), definitions of the topology of a spatial system and of the weight matrix.
- Non-linear models for binary dependent variables, and non-stationary models.
- Specification, estimation and hypothesis testing of the general stationary, homoscedastic SARAR model. Particularisation with the Spatial Lag, the Spatial Error and the Spatial Durbin model.
- Robust spatial testing and robust spatial models.
- Introduction to spatial panel data models, and methods for big spatial data.
Important information
Course participation fee: $250 AUD
Course dates: Tuesday 14 – Thursday 16 February 2023
Deadline to register: Sunday 15 January 2023
Course Instructor
Professor Giuseppe Arbia, Universita' Cattolica del Sacro Cuore
Prof Arbia is Full Professor of Economic Statistics at the Faculty of Economics, Rome office. He holds a PhD from the University of Cambridge (UK). His extended research contributions lie in the area of Spatial Statistics and Spatial Econometrics. He has published 8 books (by Palgrave-Macmillan, Kluwer, Springer-Verlag, Routledge and CEDAM), 8 book chapters and around 200 articles which are highly cited across the discipline. He is founder and Editor-in-Chief of the "Journal of Spatial Econometrics" (Springer-Verlag), as well as founder and Chairman of the Spatial Econometrics Association since 2006. He is a member of the editorial board of "Empirical Economics" and "Letters in Spatial and Resource Sciences" journals, and is Director of the book series "Spatial Econometrics and Spatial Statistics" (Elsevier).
Organised by
Dr Natalia Bailey, Department of Econometrics and Business Statistics (EBS), Monash Business School, Monash University
This course is sponsored by the Department of Econometrics and Business Statistics (EBS), Monash Business School, and the Spatial Econometrics Association.
Contact
For any queries related to this course, please email ses2023@monash.edu