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Stationarity conditions for the spatial first-order and serial second-order model

Kotyrlo, Elena - In: Letters in Spatial and Resource Sciences 6 (2013) 1, pp. 19-29

The stationarity conditions for a spatial first-order and serial second-order model in the presence of time-lagged spatial interactions are discussed. The stationarity conditions for serial autoregressive parameters were found on the basis of the structural vector autoregression form of the...

Persistent link: https://www.econbiz.de/10010846106

Is spurious behaviour an issue for two independent stationary spatial autoregressive SAR(1) processes?

Agiakloglou, Christos N.; Tsimbos, Cleon; Tsimpanos, … - In: Applied economics letters 22 (2015) 16/18, pp. 1372-1377

Persistent link: https://www.econbiz.de/10011380201

Testing for unit roots and cointegration in spatial cross-section data

Beenstock, Michael; Feldman, Dan; Felzenshtain, Daniyel - In: Spatial economic analysis : the journal of the Regional … 7 (2012) 2, pp. 203-222

Persistent link: https://www.econbiz.de/10009581206

Infrastructure productivity estimation and its underlying econometric specifications : a sensitivity analysis

Kelejian, Harry H. - In: Papers in regional science : the journal of the … 76 (1996), pp. 115-131

Persistent link: https://www.econbiz.de/10001223829

Composite Marginal Likelihood Estimation of Spatial Autoregressive Probit Models Feasible in Very Large Samples

Mozharovskyi, Pavlo - 2016

Composite Marginal Likelihood (CML) has become a popular approach for estimating spatial probit models. However, for spatial autoregressive specifications the existing brute-force implementations are infeasible in large samples as they rely on inverting the high-dimensional precision matrix of...

Persistent link: https://www.econbiz.de/10012987287

Autoregressive spatial spectral estimates

Gupta, Abhimanyu - In: Journal of econometrics 203 (2018) 1, pp. 80-95

Persistent link: https://www.econbiz.de/10011974618

The Butz-Ward fertility model in the light of more recent data

Macunovich, Diane J. - In: Journal of human resources : JHR 30 (1995) 2, pp. 229-255

Persistent link: https://www.econbiz.de/10001181549

Multistep ahead forecasting of vector time series

McElroy, Tucker; McCracken, Michael W. - In: Econometric reviews 36 (2017) 5, pp. 495-513

Persistent link: https://www.econbiz.de/10011795256

Testing for no cointegration in vector autoregressions with estimated degree of fractional integration

Demetrescu, Matei; Kusin, Vladimir; Salish, Nazarii - In: Economic modelling 108 (2022), pp. 1-32

Persistent link: https://www.econbiz.de/10013347934

An investigation into the demand for broad money in South Africa

Simawu, Moreblessing; Mlambo, Courage; Murwirapachena, … - In: International business and economics research journal 13 (2014) 6, pp. 1419-1435

Persistent link: https://www.econbiz.de/10011280202

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