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 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 ...

This paper considers semiparametric inference for longitudinal data collected at irregular and possibly subject-specific times. We propose an irregular time ...