1) Watch the parts where Kevin is running in and out of Central Park, between the Plaza Hotel, and also his relatives' place.
2) Notice how the street in front of his relatives' home is one way, and overlooks the park. This MUST be on the East Side because Central Park West is a 2 way street.
3) Notice how when Kevin runs from their home to the Park, he ends up by the bridge/overpass, which is on the lower East end of the Park, near where the Plaza Hotel and Duncan's Toy Chest (aka FAO Schwartz) is. YET, his relatives' home looks like the buildings on the West Side. And there are hookers in front, and the neighborhood looks very much like the West Village, but that is nowhere near the park or Rockefeller Center for that matter.
4) Notice how when Kevin lands, he lands in LaGuardia Airport. Yet he looks out the window, and sees the Manhattan skyline, his view is similar to if you were in the Brooklyn Naval Yard. The 2 airports in NY (LaGuardia and JFK) do not have this kind of view of the city.
SO where exactly IS Kevin when he's running around NYC?