Alberto, Isolina; Beamonte, Asunción; Gargallo, Pilar; … - In: Journal of Forecasting 29 (2010) 8, pp. 728-750
In this paper we deal with the problem of variable selection in spatiotemporal autoregressive (STAR) models with neighbourhood effects. We propose a procedure to carry out the selection process, taking into account the uncertainty associated with estimation of the parameters and the predictive...