Spatial and spatio-temporal error correction, networks and common correlated effects
Arnab Bhattacharjee, Jan Ditzen, and Sean Holly
| Year of publication: |
2022
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|---|---|
| Authors: | Bhattacharjee, Arnab ; Ditzen, Jan ; Holly, Sean |
| Published in: |
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-067-2. - 2022, p. 37-60
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| Subject: | Spatio-temporal dynamics | error correction models | weak andstrong cross-sectional dependence | house prices in England | unknownspatial weight matrices | common correlated effects estimator | Kointegration | Cointegration | Immobilienpreis | Real estate price | Schätztheorie | Estimation theory | Korrelation | Correlation | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532021000043B003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013192862