The aim of this paper is to find a modeling approach for spatially and temporally structured data. The spatial distribution is considered to form an irregular lattice with a specified definition of neighborhood. Additional to the spatial component, a temporal autoregressive parameter, and a time...

Conditions for the consistency of the estimator s2 of the variance of the disturbance a2u under first-order spatial error processes are given.

In the presence of variability control factors in Taguchi experiments, then the original b-method (Logothetis 1990) is liable to lead to wrong transformations. We propose a generalization of the b-method which should lead to correct transformations, even if there is a variability control factor...

If there are various forecasts for the same random variable, it is common practice to combine these forecasts in order to obtain a better forecast. But an important question is how to perform the combination, especially if the system under investigation is subject to structural changes and...

Bounds for the efficiency of ordinary least squares relative to generalized least squares estimator in the linear regression model with first order spatial error process are given.

This paper reports on an extensive Monte Carlo study of seven residual-based tests of the hypothesis of no cointegration. Critical values and the power of the tests under the alternative of fractional cointegration are simulated and compared. It turns out that the Phillips-Perron t-test when...

We use the Pitman-closeness criterion to evaluate the performance of multivariate forecasting methods and we also calculate optimal matrices of weights for the linear combination of multivariate forecasts. These weights are identical with the optimal weights under the matrix-MSE criterion.