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  • Search: subject:"Spatial vector autoregression"
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Year of publication
Subject
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Estimation 2 Panel 2 Panel study 2 Regional economics 2 Regionalökonomik 2 Räumliche Interaktion 2 Schätzung 2 Spatial interaction 2 VAR model 2 VAR-Modell 2 Arbeitslosigkeit 1 Arbeitsmarktprognose 1 Australia 1 Cities 1 Cointegration 1 Demographic structure 1 Demography 1 Dynamic panel 1 Employment forecast 1 Estimation theory 1 Forecasting model 1 Geography 1 House price 1 Housing 1 Identification 1 Kointegration 1 Market integration 1 Marktintegration 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Neural networks 1 Neuronale Netze 1 Prices 1 Pricing 1 Prognoseverfahren 1 Quasi-maximum likelihood 1 Regional labour market 1 Regionaler Arbeitsmarkt 1 Ripple effects 1 Schätztheorie 1
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Undetermined 3 Free 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 research-article 1
Language
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English 4
Author
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Crespo Cuaresma, Jesus 1 Lee, Lung-fei 1 Liu, Chunlu 1 Ma, Le 1 Mishra, Tapas 1 Wozniak, Marcin 1 Yang, Kai 1
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Published in...
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International Journal of Housing Markets and Analysis 1 Journal of econometrics 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1
Source
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ECONIS (ZBW) 2 BASE 1 Other ZBW resources 1
Showing 1 - 4 of 4
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Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai; Lee, Lung-fei - In: Journal of econometrics 221 (2021) 2, pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
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Forecasting the unemployment rate over districts with the use of distinct methods
Wozniak, Marcin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10012198640
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Human Capital, Age Structure and Growth Fluctuations
Crespo Cuaresma, Jesus; Mishra, Tapas - 2011
This article assesses the empirical relationship between per capita income growth fluctuations and the age-structured human capital variations across four groups of geographically clustered developed and developing countries from spatial perspective. We estimate a spatial Vector Autoregressive...
Persistent link: https://www.econbiz.de/10009480950
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Ripple effects of house prices: considering spatial correlations in geography and demography
Ma, Le; Liu, Chunlu - In: International Journal of Housing Markets and Analysis 6 (2013) 3, pp. 284-299
vector autoregression model was developed based on the demographic and geographic distance. The temporal and spatial effects … heterogeneity and autocorrelations of regional house prices within the context of demographic and geographic information. A spatial …
Persistent link: https://www.econbiz.de/10014778007
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