Matrix-valued spatial autoregressions with dynamic and robust heterogeneous spillovers
Year of publication: |
2025
|
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Authors: | Lin, Yicong ; Lucas, André ; Ye, Shiqi |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | matrix-valued time series | spatial autoregression | time-varying parameters | score-driven dynamics | outlier-robust |
Series: | Tinbergen Institute Discussion Paper ; TI 2025-042/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 193051395X [GVK] hdl:10419/322236 [Handle] |
Source: |
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