The Econometric analysis of non-stationary spatial panel data

Michael Beenstock, Daniel Felsenstein

1 Space and Time are Inextricably Interwoven -- 2 Time Series for Spatial Econometricians -- 3 Spatial Data Analysis and Econometrics -- 4 The Spatial Conectivity Matrix -- 5 Unit Root and Cointegration Tests in Spatial Cross-Section Data -- 6 Spatial Vector Autoregressions -- 7 Unit Root and Cointegration Tests for Spatially Dependent Panel Data -- 8 Cointegration in Non-Stationary Panel Data -- 9 Spatial Vector Error Correction -- 10 Strong and Weak Cross-Section Dependence in Non-Stationary Spatial Panel Data

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Year of publication:	2019
Authors:	Beenstock, Michael ; Felsenstein, Daniel
Publisher:	Cham : Springer
Subject:	Zeitreihenanalyse \| Time series analysis \| VAR-Modell \| VAR model \| Kointegration \| Cointegration \| Einheitswurzeltest \| Unit root test \| Panel \| Panel study \| Stationarität \| Stationarity
Description of contents:	Description [zbmath.org]

Extent:	1 Online-Ressource (IX, 275 Seiten) 45 Illustrationen, 40 Illustrationen (farbig)
Series:	Advances in spatial science Advances in Spatial Science, The Regional Science Series Springer eBook Collection Springer eBooks / Economics and Finance
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-030-03614-0 ; 978-3-030-03613-3
Other identifiers:	10.1007/978-3-030-03614-0 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012398573