An aggregate series is a time series resulting from the aggregation of two or more sub-series. This paper compares a model-based univariate and multivariate approach to seasonal adjustment of the aggregate series for different series lengths. A simulation study compares two outcomes: the...

The SAR model is widely used in spatial econometrics to model Gaussian processes on a discrete spatial lattice, but for large datasets, fitting it becomes computationally prohibitive, and hence, its usefulness can be limited. A computationally-efficient spatial model is the spatial random...

The SAR model is widely used in spatial econometrics to model Gaussian processes on a discrete spatial lattice, but for large datasets, fitting it becomes computationally prohibitive, and hence, its usefulness can be limited. A computationally-efficient spatial model is the spatial random...