Spatial Time-Series Modeling: A review of the proposed methodologies
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References listed on IDEAS
- Kelejian, Harry H & Prucha, Ingmar R, 1999.
"A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-533, May.
- Harry H. Kelejian & Ingmar R. Prucha, 1995. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," Electronic Working Papers 95-001, University of Maryland, Department of Economics, revised Mar 1997.
- Kamarianakis, Yiannis & Prastacos, Poulicos, 2002. "Space-time modeling of traffic flow," ERSA conference papers ersa02p141, European Regional Science Association.
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- Lambert, Dayton M. & Malzer, Gary L. & Lowenberg-DeBoer, James, 2004. "General Moment And Quasi-Maximum Likelihood Estimation Of A Spatially Autocorrelated System Of Equations: An Empirical Example Using On-Farm Precision Agriculture Data," Staff Papers 28667, Purdue University, Department of Agricultural Economics.
More about this item
Keywordsspatial time-series; space-time models; STARIMA; Bayesian Vector Autoregressions;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2006-10-07 (Econometrics)
- NEP-ETS-2006-10-07 (Econometric Time Series)
- NEP-GEO-2006-10-07 (Economic Geography)
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