On estimation of parameters for spatial autoregressive model
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Bibliographic Info
Article provided by Springer in its journal Statistical Inference for Stochastic Processes.
Volume (Year): 11 (2008)
Issue (Month): 3 (October)
Pages: 237-247
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Web page: http://www.springerlink.com/link.asp?id=102997
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Related research
Keywords: Autoregressive models; Estimation of parameters; Random fields; Primary: 62M10; 62M40; Secondary: 91B72;Find related papers by JEL classification:
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Giacomini, Raffaella & Granger, Clive W.J., 2001.
"Aggregationn of Space-Time Processes,"
University of California at San Diego, Economics Working Paper Series
qt77f76455, Department of Economics, UC San Diego.
- Giacomini, Raffaella & Granger, Clive W. J., 2004. "Aggregation of space-time processes," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26.
- Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics.
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