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SERIAL CORRELATION IN MULTIREGIONAL MIGRATION MODELS *
Author(s) -
Foot David K.,
Milnet William J.
Publication year - 1990
Publication title -
journal of regional science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.171
H-Index - 79
eISSN - 1467-9787
pISSN - 0022-4146
DOI - 10.1111/j.1467-9787.1990.tb00118.x
Subject(s) - autocorrelation , constraint (computer aided design) , series (stratigraphy) , correlation , econometrics , computer science , correlation coefficient , mathematics , statistics , geology , geometry , paleontology
In this paper, we outline the specification and estimation of a time series of multiregional net‐migration equations subject to first‐order serial correlation. We show that the necessary nonstochastic adding‐up constraint, which requires that net migration in the system sum to zero, imposes restrictions on the serial‐correlation coefficients. We estimate equations under these restrictions using data for the ten Canadian provinces for the period 1962‐1985. The results confirm the significance of the serial‐correlation coefficient and, hence, the importance of incorporating this correction in future time‐series models of multiregional migration.