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,"
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- 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.
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Keywordsspatial time-series; space-time models; STARIMA; Bayesian Vector Autoregressions;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-10-07 (All new papers)
- 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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