Stationarity conditions for the spatial first-order and serial second-order model
AbstractThe 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 model. The temporal stationarity was a function of the spatial autoregressive parameters. The value of the time-lagged spatial autoregressive parameter defined the shift of the interval for the first-order serial parameter. However, the sizes of intervals for the values of both serial parameters depended only on the value of the simultaneous autoregressive parameter. Copyright Springer-Verlag 2013
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Bibliographic InfoArticle provided by Springer in its journal Letters in Spatial and Resource Sciences.
Volume (Year): 6 (2013)
Issue (Month): 1 (March)
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Web page: http://www.springer.com/economics/journal/12076
Find related papers by JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
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