Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices
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DOI: 10.1080/07350015.2020.1840993
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- Nicolas Debarsy & James Lesage, 2022. "Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices," Post-Print hal-03046651, HAL.
Citations
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Cited by:
- Cai, Zhengzheng & Zhu, Yanli & Han, Xiaoyi, 2022. "Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices: A reparameterized approach," Economics Letters, Elsevier, vol. 217(C).
- Michele Costola & Matteo Iacopini & Casper Wichers, 2023. "Bayesian SAR model with stochastic volatility and multiple time-varying weights," Papers 2310.17473, arXiv.org.
- Gupta, Abhimanyu & Kokas, Sotirios & Michaelides, Alexander & Minetti, Raoul, 2023. "Networks and Information in Credit Markets," Working Papers 2023-1, Michigan State University, Department of Economics.
- Kassoum Ayouba, 2023.
"Spatial dependence in production frontier models,"
Journal of Productivity Analysis, Springer, vol. 60(1), pages 21-36, August.
- Kassoum Ayouba, 2023. "Spatial dependence in production frontier models," Post-Print hal-04166472, HAL.
- Christian Glocker & Matteo Iacopini & Tam'as Krisztin & Philipp Piribauer, 2023. "A Bayesian Markov-switching SAR model for time-varying cross-price spillovers," Papers 2310.19557, arXiv.org.
- Costola, Michele & Iacopini, Matteo & Wichers, Casper, 2023. "Bayesian SAR model with stochastic volatility and multiple time-varying weights," SAFE Working Paper Series 407, Leibniz Institute for Financial Research SAFE.
- Christos Agiakloglou & Apostolos Tsimpanos, 2023. "Evaluating the performance of AIC and BIC for selecting spatial econometric models," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-35, December.
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