Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
Baojun Dou, Maria Lucia Parrella, Qiwei Yao
| Year of publication: |
October 2016
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|---|---|
| Authors: | Dou, Baojun ; Parrella, Maria Lucia ; Yao, Qiwei |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 194.2016, 2, p. 369-382
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| Subject: | α-mixing | Dynamic panels | High dimensionality | Least squares estimation | Spatial autoregression | Stationarity | Schätztheorie | Estimation theory | Panel | Panel study | Schätzung | Estimation | Autokorrelation | Autocorrelation | Regionalökonomik | Regional economics | Zeitreihenanalyse | Time series analysis | Räumliche Interaktion | Spatial interaction |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.05.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705211