Accounting for spatial structures in econometric studies is becomingan issue of special interest, given the presence of spatial dependence and spatialheterogeneity problems arising in data. Generally, researchers have been employingparametric tests for detecting spatial dependence structures:...

Numerous time series admit "weak" autoregressive-moving average (ARMA) representations, in which the errors are uncorrelated but not necessarily independent nor martingale differences. The statistical inference of this general class of models requires the estimation of generalized Fisher...

Numerous time series admit weak autoregressive-moving average (ARMA) representations, in which the errors are uncorrelated but not necessarily independent nor martingale differences. The statistical inference of this general class of models requires the estimation of generalized Fisher...