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Spillover dynamics for systemic risk measurement using spatial financial time series models : conference paper
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - 2014
A new model for time-varying spatial dependencies is introduced. It forms an extension to the popular spatial lag model and can be estimated conveniently by maximum likelihood. The spatial dependence parameter is assumed to follow a generalized autoregressive score (GAS) process. The theoretical...
Persistent link: https://www.econbiz.de/10010491085
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Special issue: Asia-Pacific Real Estate Research Symposium 2011
Ong, Seow-eng (contributor) - 2014
Persistent link: https://www.econbiz.de/10010396100
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Special issue: Asia-Pacific Real Estate Research Symposium 2010
Chau, K. W. (contributor) - Asia-Pacific Real Estate Research Symposium <2010, Hongkong> - 2013
Persistent link: https://www.econbiz.de/10009750364
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Seasonal analysis of economic time series : proceedings of the Conference on the Seasonal Analysis of Economic Time Series, Washington D.C., Sept. 9-10, 1976
Zellner, Arnold (ed.) - Conference on the Seasonal Analysis of Economic Time … - 1978
Persistent link: https://www.econbiz.de/10000054392
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Recursive estimation and time-series analysis : an introduction
Young, Peter - 1984
Persistent link: https://www.econbiz.de/10000055289
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Advances in econometrics : sixth world congress ; [papers ... given at the Sixth World Congress of the Econometric Society in Barcelona in August 1990]
Sims, Christopher A. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000338516
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Games, economic dynamics, and time series analysis : a symposium in memoriam Oskar Morgenstern ...
Deistler, Manfred (ed.); Morgenstern, Oskar (honouree) - 1982
Persistent link: https://www.econbiz.de/10000091431
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Proceedings of the Symposium on Time Series Analysis : held at Brown University, June 11 - 14, 1962
Rosenblatt, Murray (contributor) - Symposium on Time Series Analysis <1962, Providence, RI> - 1963
Persistent link: https://www.econbiz.de/10000041311
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Time series : proceedings of the international conference held at Nottingham University, March 1979
Anderson, Oliver D. (ed.) - 1980
Persistent link: https://www.econbiz.de/10000049120