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Advanced Spatial Statistics : Special Topics in the Exploration of Quantitative Spatial Data Series

Griffith, Daniel A. - 1988

problem of spatial statistics -- 1.3. Spatial sampling perspectives -- 1.4. Models of spatial autocorrelation -- 1.5. Towards … a theory of spatial statistics -- 1.6 References -- Appendix 1A: Derivation of the expected value of MC -- Appendix 1B …: Derivation of the expected value of GR -- 2. Developing a theory of spatial statistics -- 2.1. The small sample size problem -- 2 …

Persistent link: https://www.econbiz.de/10013519341

Dealing with spatial data pooled over time in statistical models

Dubé, Jean; Legros, Diègo - In: Letters in spatial and resource sciences : LSRS 6 (2013) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10010194543

Advanced spatial statistics : special topics in the exploration of quantitative spatial data series

Griffith, Daniel A. - 1988

Persistent link: https://www.econbiz.de/10011519454

Smooth Transition Spatial Autoregressive Models

Andree, Bo Pieter Johannes - 2017

geometric ergodicity of the model. Simulation results justify the use of limit theory in empirically relevant settings. The …

Persistent link: https://www.econbiz.de/10012955267

Analysis of spatial structure of latent effects governing hydrogeological phenomena

Márkus, László; Berke, Olaf; Kovács, József; … - 1998

In the present study we investigate the data provided by the karstwater level monitoring system set up in the Transdanubian Mountains, more precisely in the Bakony, the Keszthelyi Mountains and the Balaton-Highland. (Here, like in the sequel, the term karstwater is used for groundwater in...

Persistent link: https://www.econbiz.de/10010438759

Spatial dependence in stock returns : local normalization and VaR forecasts

Schmitt, Thilo A.; Schäfer, Rudi; Wied, Dominik; Guhr, … - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 1091-1109

Persistent link: https://www.econbiz.de/10011481381

Dynamic Spatial Network Quantile Autoregression

Xu, Xiu - 2020

, and the associated asymptotic theory for estimation is also provided. Simulation results show that our model performs well …

Persistent link: https://www.econbiz.de/10012823437

Matrix-valued spatial autoregressions with dynamic and robust heterogeneous spillovers

Lin, Yicong; Lucas, André; Ye, Shiqi - 2025

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

Volatility and time series econometrics : essays in honor of Robert Engle

Bollerslev, Tim (ed.); Engle, Robert F. (honouree); … - 2010 - 1. publ.

Volatility and Time Series Econometrics: Essays in Honor of Robert F. .Engle Edited by … History of Econometrics at the University of California, San Diego: A Personal Viewpoint 1 … 6 7 Wives 8 8 The Econometrics Research Project …

Persistent link: https://www.econbiz.de/10003861657

Recession propagation in small regional economies : spatial spillovers and endogenous clustering

Shibaev, Sergei S. - 2016

This paper develops a statistical model for measuring spatial interactions when estimating macroeconomic regimes and regime shifts. The model is applied to study the contagion and propagation of recessions in small regional economies in the United States from 1990 to 2015. The empirical analysis...

Persistent link: https://www.econbiz.de/10011567460