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 ...
This paper considers semiparametric inference for longitudinal data collected at irregular and possibly subject-specific times. We propose an irregular time ...
This is a preview. Log in through your library . Abstract Based on an idea of Granger (1986. "Oxford Bulletin of Economics and Statistics" 48, 213-228), we analyze a new vector autoregressive model ...