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

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  • Jesús Mur

    ()

  • Ana Angulo

    ()

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File URL: http://hdl.handle.net/10.1007/s10108-006-9018-7
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Bibliographic Info

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;

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  1. Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002. "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional 0202001, EconWPA.
  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.
  3. Baltagi B-H & Bresson G. & Pirotte A., 2005. "Panel Unit Root Tests and Spatial Dependence," Working Papers ERMES 0503, ERMES, University Paris 2.
  4. Julie Le Gallo & Catherine Baumont & Sandy Dall'erba & Cem Ertur, 2005. "On the property of diffusion in the spatial error model," Applied Economics Letters, Taylor & Francis Journals, vol. 12(9), pages 533-536.
  5. Douglas Rivers & Quang Vuong, 2002. "Model selection tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 1-39, June.
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