Abstract
We analyze the development of 18 types of criminal records in Japan for the period 1991–2001 across 47 prefectures with spatial lag and spatio-temporal heteroscedasticity. We explore the hypothesis that crime data are related to socio-economic variables in Japan. We extend the Bayesian approach of LeSage [J.P. LeSage, Bayesian estimation of spatial autoregressive models, Int. Regional Sci. Rev. 20 (1997) 113–129] for spatio-temporal Bayesian models. Additionally we analyze unobserved heteroscedasticity in the panel model by variance inflation factors as in Geweke [J. Geweke, Bayesian treatment of the independent Student- t linear model, J. Appl. Econ. 8 (1993) 19–40]. Positive and significant spatial dependencies can be found for 12 types of crimes and the influence of the socio-economic variables varies over the type of crimes.
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