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.
- 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.
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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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