geometric ergodicity of the model. Simulation results justify the use of limit theory in empirically relevant settings. The …

forecasts is usually based on a pseudo-panel that consists of a limited number of observations over time, and a large number of … spatial structure that is required for the estimation of spatial models improves the forecasting performance of non …

detailed methodological review of where they meet in terms of structure, interpretation, and estimation methods. We discuss the … structure of cross-section connectivity (weight) matrices used by these models and its implications for estimation. Primarily … modeling and estimation method and of choices that represent empirical spillovers in a clear and interpretable form. …

This article presents a spatio-temporal panel vector-autoregressive approach (SptpVAR) as an extended spatial … regional panel data set in the time-period 2000-2017 in an exemplary application. …