Showing 1 - 10 of 58
Persistent link: https://www.econbiz.de/10014290328
Persistent link: https://www.econbiz.de/10012405851
We introduce a new time-varying parameter spatial matrix autoregressive model that integrates matrix-valued time series, heterogeneous spillover effects, outlier robustness, and time-varying parameters in one unified framework. The model allows for separate dynamic spatial spillover effects...
Persistent link: https://www.econbiz.de/10015423404
Persistent link: https://www.econbiz.de/10001136935
Persistent link: https://www.econbiz.de/10001109077
Persistent link: https://www.econbiz.de/10001045524
Persistent link: https://www.econbiz.de/10001047356
Persistent link: https://www.econbiz.de/10001221829
Persistent link: https://www.econbiz.de/10014234006
Persistent link: https://www.econbiz.de/10014375192