The model assumed is first-order autoregressive with contemporaneous correlation between cross sections. In this model, the covariance matrix for the vector of random errors u can be expressed as A ...
Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 79, No. 2 (MARCH 2017), pp. 507-524 (18 pages) Most time series that are encountered in practice contain non-zero ...
Spatial econometrics addresses the challenges posed by spatially correlated data, enabling researchers to understand and quantify how economic phenomena in one location can influence those in ...
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