Dubé, Jean; Legros, Diègo - Laboratoire d'Économie de Dijon (LEDI), Université de … - 2011
This paper addresses the development of a statistical model for spatial data collected over time, such as real estate data. A spatio-temporal autoregressive (STAR) model, based on spatial and temporal weight matrices, is proposed. The spatial and temporal weight matrices are used to develop...