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Clues for discriminating between moving average and autoregressive models in spatial processes

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Author Info
Jesús Mur ()
Ana Angulo ()

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Abstract

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File URL: http://hdl.handle.net/10.1007/s10108-006-9018-7
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Article provided by Springer in its journal Spanish Economic Review.

Volume (Year): 9 (2007)
Issue (Month): 4 (December)
Pages: 273-298
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Handle: RePEc:spr:specre:v:9:y:2007:i:4:p:273-298

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Related research
Keywords: Spatial series Spatial autoregressive process Spatial moving average process Selection strategies C21 C50

References listed on IDEAS
Please 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.:

  1. Douglas Rivers & Quang Vuong, 2002. "Model selection tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 1-39, June. [Downloadable!] (restricted)
  2. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-93, May. [Downloadable!] (restricted)
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  3. Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2006. "Panel Unit Root Tests and Spatial Dependence," Center for Policy Research Working Papers 88, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Other versions:
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This page was last updated on 2008-8-19.

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