This paper introduces a Spatial Vector Autoregressive Moving Average (SVARMA) model in which multiple cross-sectional time series are modeled as multivariate, possibly fat-tailed, spatial autoregressive ARMA processes. The estimation requires specifying the cross-sectional spillover channels...

Firms interact with their competitors and complementors within a multi-firm network environment. Knowledge of such market structure is critical for improving firm's marketing and operation strategy designs. We formulate a new problem to discover the local market structure - complementary and...