Sumários

TP08 - Spatial Linear Regression Models

19 Março 2026, 14:00 • Luís Silveira Santos

Motivating Spatial Econometric Models. Testing spatial autocorrelation: LM statistics, Anselin robust LM statistics, Kelejian & Prucha tests.


R example: Boston housing price.

TP07 - Spatial Linear Regression Models

12 Março 2026, 14:00 • Luís Silveira Santos

Introduction, Basic concepts, Spatial Weighting Matrix, Moran's I test, Spatial specifications and their estimation: Spatial Lag of X, Pure Spatial Autoregression, Spatial Lag Model, Spatial Error Model, SARAR(1,1) Model, Spatial Durbin Model.


Session 6

4 Março 2026, 14:00 • Nuno Santos

Group assignments.

Session 5

27 Fevereiro 2026, 14:00 • Nuno Santos

Practical exercises: Real Estate; PCA+Clustering.

Typical exam questions. Examples and solutions.

Session 4

20 Fevereiro 2026, 09:00 • Nuno Santos

Cluster Analysis.

Hierarchical clustering methods.
Non-hierarchical methods: k-means.
Exercise.
Geographic weighting.