Search Results - subject:"Autoregressive Models"

Forecasting short-term defaults of firms in a commercial network via Bayesian spatial and spatio-temporal methods

Berloco, Claudia; Argiento, Raffaele; Montagna, Silvia - In: International journal of forecasting 39 (2023) 3, pp. 1065-1077

Persistent link: https://www.econbiz.de/10014465243

Indirect inference estimation of higher-order spatial autoregressive models

Bao, Yong - In: Econometric reviews 42 (2023) 3, pp. 247-280

Persistent link: https://www.econbiz.de/10014305506

Spatial patterns of production-distribution-consumption cycle: The specifics of developing Russia

Timiryanova, Venera; Grišin, Konstantin; … - In: Economies 8 (2020) 4, pp. 1-18

hierarchical spatial autoregressive models (HSAR). The study was conducted on data from 2132 municipalities within 84 regions of …

Persistent link: https://www.econbiz.de/10013199716

A poisson autoregressive model to understand COVID-19 contagion dynamics

Agosto, Arianna; Giudici, Paolo - In: Risks 8 (2020) 3, pp. 1-8

We present a statistical model which can be employed to understand the contagion dynamics of the COVID-19, which can heavily impact health, economics and finance. The model is a Poisson autoregression of the daily new observed cases, and can reveal whether contagion has a trend, and where is...

Persistent link: https://www.econbiz.de/10013200610