Kamarianakis, Yiannis; Prastacos, Poulicos - Department of Economics, University of Crete - 2006
This paper discusses three modelling techniques, which apply to multiple time series data that correspond to different spatial locations (spatial time series). The first two methods, namely the Space-Time ARIMA (STARIMA) and the Bayesian Vector Autoregressive (BVAR) model with spatial priors...