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  • Search: subject:"Space–time models"
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Year of publication
Subject
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space-time models 6 Spatial correlation 2 aggregation 2 forecast efficiency 2 regional inflation dynamics 2 Aggregation 1 Bayesian Vector Autoregressions 1 Branching Process with Immigration 1 Chile 1 Constrained Maximum Likelihood Estimator 1 Edge effects 1 Forecast efficiency 1 Infectious Disease Surveillance 1 Maximum Likelihood 1 Multivariate Time Series of Counts 1 Negative spatial correlation 1 Observation-driven 1 Parameter-driven 1 STARIMA 1 Simultaneous Effect 1 Space-Time Models 1 Space-Time-Models 1 Space–time models 1 VAR 1 VAR Models 1 chile 1 spatial correlation 1 spatial time-series 1
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Online availability
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Free 9
Type of publication
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Book / Working Paper 9
Type of publication (narrower categories)
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Working Paper 1
Language
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English 5 Undetermined 4
Author
All
Giacomini, Raffaella 2 Granger, Clive W.J. 2 Kamarianakis, Yiannis 2 Arbia, Giuseppe 1 Bee, Marco 1 Espa, Giuseppe 1 Held, Leonhard 1 Hofmann, Mathias 1 Höhle, Michael 1 Marques, H. 1 Marques, Helena 1 Naccarato, Alessia 1 Pino, G. 1 Pino, Gabriel 1 Prastacos, Poulicos 1 Tena, J.D. 1 Tena, JD. 1
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Institution
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Department of Economics, University of Crete 2 Centro Ricerche Nord Sud (CRENoS) 1 Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials 1 Department of Economics, Boston College 1 Department of Economics, University of California-San Diego (UCSD) 1 Dipartimento di Economia e Management, Università degli Studi di Trento 1 Dipartimento di Economia, Università degli Studi di Roma 3 1
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Published in...
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Working Papers / Department of Economics, University of Crete 2 Boston College Working Papers in Economics 1 DEA Working Papers 1 Department of Economics Working Papers / Dipartimento di Economia e Management, Università degli Studi di Trento 1 Departmental Working Papers of Economics - University 'Roma Tre' 1 Discussion Paper 1 University of California at San Diego, Economics Working Paper Series 1 Working Paper CRENoS 1
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Source
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RePEc 8 EconStor 1
Showing 1 - 9 of 9
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Spatio-Temporal weight with simultaneous effect for environmental data
Naccarato, Alessia - Dipartimento di Economia, Università degli Studi di Roma 3 - 2012
In this work we present space-time models with simultaneous effect in which the relations between phenomenon measured …
Persistent link: https://www.econbiz.de/10010553116
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Regional inflation dynamics using space-time models
Marques, H.; Pino, G.; Tena, JD. - Centro Ricerche Nord Sud (CRENoS) - 2009
This paper provides empirical evidence of the role of spatial factors on the determination of inflation dynamics for a representative set of tradable commodities in Chile. We present a simple model that explains inflation divergence across regions in a monetary union with similar preferences as...
Persistent link: https://www.econbiz.de/10008611070
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Regional inflation dynamics using space-time models
Marques, Helena; Pino, Gabriel; Tena, J.D. - Departament d'Economia Aplicada, Facultat de Ciències … - 2009
This paper provides empirical evidence of the role of spatial factors on the determination of inflation dynamics for a representative set of tradable commodities in Chile. We present a simple model that explains inflation divergence across regions in a monetary union with similar preferences as...
Persistent link: https://www.econbiz.de/10008564420
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Aggregation of regional economic time series with different spatial correlation structures
Arbia, Giuseppe; Bee, Marco; Espa, Giuseppe - Dipartimento di Economia e Management, Università … - 2007
In this paper we compare the relative efficiency of different forecasting methods of space-time series when variables are spatially and temporally correlated. We consider the case of a space-time series aggregated into a single time series and the more general instance of a space-time series...
Persistent link: https://www.econbiz.de/10005465240
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HIERARCHICAL BAYESIAN MODELING FOR SPATIAL TIME SERIES: AN ALTERNATIVE APPROACH TO SPATIAL SUR
Kamarianakis, Yiannis - Department of Economics, University of Crete - 2006
Despite the fact that the amount of datasets containing long economic time series with a spatial reference has significantly increased during the years, the presence of integrated techniques that aim to describe the temporal evolution of the series while accounting for the location of the...
Persistent link: https://www.econbiz.de/10004994297
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Spatial Time-Series Modeling: A review of the proposed methodologies
Kamarianakis, Yiannis; Prastacos, Poulicos - Department of Economics, University of Crete - 2006
between variables with a spatio-temporal reference and discuss the general class of dynamic space-time models in the framework …
Persistent link: https://www.econbiz.de/10004994310
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Aggregation of Space-Time Processes
Giacomini, Raffaella; Granger, Clive W.J. - Department of Economics, Boston College - 2002
In this paper we compare the relative efficiency of different methods of forecasting the aggregate of spatially correlated variables. Small sample simulations confirm the asymptotic result that improved forecasting performance can be obtained by imposing a priori constraints on the amount of...
Persistent link: https://www.econbiz.de/10004968862
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Aggregationn of Space-Time Processes
Giacomini, Raffaella; Granger, Clive W.J. - Department of Economics, University of California-San … - 2001
In this paper we compare the relative efficiency of different methods of forecasting the aggregate of spatially correlated variables. Small sample simulations confirm the asymptotic result that improved forecasting performance can be obtained by imposing a priori constraints on the amount of...
Persistent link: https://www.econbiz.de/10010536362
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A statistical framework for the analysis of multivariate infectious disease surveillance data
Held, Leonhard; Höhle, Michael; Hofmann, Mathias - 2004
A framework for the statistical analysis of counts from infectious disease surveillance database is proposed. In its simplest form, the model can be seen as a Poisson branching process model with immigration. Extensions to include seasonal effects, time trends and overdispersion are outlined....
Persistent link: https://www.econbiz.de/10010266152
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