On unit roots for spatial autoregressive models
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References listed on IDEAS
- Hannes Leeb & Benedikt Poetscher, 1999. "The variance of an integrated process need not diverge to infinity," Econometrics 9907001, EconWPA.
- Bhattacharyya, B. B. & Ren, J. -J. & Richardson, G. D. & Zhang, J., 2003. "Spatial autoregression model: strong consistency," Statistics & Probability Letters, Elsevier, vol. 65(2), pages 71-77, November.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Baran, Sándor & Pap, Gyula, 2009. "On the least squares estimator in a nearly unstable sequence of stationary spatial AR models," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 686-698, April.
- Martellosio, Federico, 2011. "Efficiency of the OLS estimator in the vicinity of a spatial unit root," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1285-1291, August.
- Baran, Sándor & Pap, Gyula, 2012. "Parameter estimation in a spatial unilateral unit root autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 282-305.
- Martellosio, Federico, 2008. "Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression," MPRA Paper 7255, University Library of Munich, Germany.
More about this item
KeywordsAutoregressive models Unit root Random fields;
StatisticsAccess and download statistics
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