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<title>Abstract</title> Spatial impulses are derived for SAR models containing a spatial unit root. Analytical solutions are obtained for lateral space where the number of spatial units tends to infinity. Numerical solutions are obtained for finite regular lattices where edge-effects are shown to influence...
Persistent link: https://www.econbiz.de/10010549752
Abstract A spatial vector autoregressive model (SpVAR) is defined as a VAR which includes spatial as well as temporal lags among a vector of stationary state variables. SpVARs may contain disturbances that are spatially as well as temporally correlated. Although the structural parameters are not...
Persistent link: https://www.econbiz.de/10005495714
<title>Abstract</title> Spatial impulses are derived for SAR models containing a spatial unit root. Analytical solutions are obtained for lateral space where the number of spatial units tends to infinity. Numerical solutions are obtained for finite regular lattices where edge-effects are shown to influence...
Persistent link: https://www.econbiz.de/10011134011