期刊名称：Dundee Discussion Papers in Economics / Department of Economic Studies, University of Dundee
印刷版ISSN：1473-236X
出版年度：2011
卷号：1
出版社：Dundee University
摘要：While estimates of models with spatial interaction are very sen-
sitive to the choice of spatial weights, considerable uncertainty sur-
rounds deÖnition of spatial weights in most studies with cross-section
dependence. We show that, in the spatial error model the spatial
weights matrix is only partially identiÖed, and is fully identiÖed under
the structural constraint of symmetry. For the spatial error model, we
propose a new methodology for estimation of spatial weights under
the assumption of symmetric spatial weights, with extensions to other
important spatial models. The methodology is applied to regional
housing markets in the UK, providing an estimated spatial weights
matrix that generates several new hypotheses about the economic and
socio-cultural drivers of spatial di§usion in housing demand.
