On vector autoregressive modeling in space and time
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- Valter Giacinto, 2010. "On vector autoregressive modeling in space and time," Journal of Geographical Systems, Springer, vol. 12(2), pages 125-154, June.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marcel Probst & Caspar Sauter, 2015. "CO2 Emissions and Greenhouse Gas Policy Stringency - An Empirical Assessment," IRENE Working Papers 15-03, IRENE Institute of Economic Research.
- Marcos Herrera & Jesús Mur & Manuel Ruiz, 2016. "Detecting causal relationships between spatial processes," Papers in Regional Science, Wiley Blackwell, vol. 95(3), pages 577-594, August.
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- Julian Ramajo & Miguel A. Marquez & Geoffrey J.D. Hewings, 2013. "Spatio-temporal Analysis of Regional Systems: A Multiregional Spatial Vector Autoregressive Model for Spain," ERSA conference papers ersa13p159, European Regional Science Association.
- Valter Di Giacinto, 2011. "Foreign trade, home linkages and the spatial transmission of economic fluctuations in Italy," Temi di discussione (Economic working papers) 827, Bank of Italy, Economic Research and International Relations Area.
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More about this item
Keywordsstructural VAR model; spatial econometrics; identification; space-time impulse response analysis;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- R10 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-03-20 (All new papers)
- NEP-ECM-2010-03-20 (Econometrics)
- NEP-ETS-2010-03-20 (Econometric Time Series)
- NEP-GEO-2010-03-20 (Economic Geography)
- NEP-URE-2010-03-20 (Urban & Real Estate Economics)
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