Spatial cointegration and heteroscedasticity
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- Badi H. Baltagi & Chihwa Kao & Long Liu, 2013.
"The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 241-270, September.
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- Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Center for Policy Research Working Papers 151, Center for Policy Research, Maxwell School, Syracuse University.
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More about this item
KeywordsSpatial autocorrelation; Spatial autoregression; Spatial nonstationarity; Spatial cointegration; Unobserved heteroscedasticity; C21; C40; C51; J60;
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- J60 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - General
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