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- Pages
- 288 pages
- Reading time
- 11 hours
More about the book
Focusing on the intersection of time series and spatial econometrics, this monograph provides a comprehensive exploration of spatially dependent nonstationary time series. It offers insights for both time series econometricians and spatial econometricians, detailing the estimation of spatial connectivity matrices through spatial panel data. The text covers spatial nonstationarity in cross-section data and thoroughly examines non-stationarity in single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression and error correction models.
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The Econometric Analysis of Non-Stationary Spatial Panel Data, Michael Beenstock, Daniel Felsenstein
- Language
- Released
- 2019
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- Title
- The Econometric Analysis of Non-Stationary Spatial Panel Data
- Language
- English
- Authors
- Michael Beenstock, Daniel Felsenstein
- Publisher
- Springer International Publishing
- Publisher
- 2019
- Format
- Hardcover
- Pages
- 288
- ISBN13
- 9783030036133
- Description
- Focusing on the intersection of time series and spatial econometrics, this monograph provides a comprehensive exploration of spatially dependent nonstationary time series. It offers insights for both time series econometricians and spatial econometricians, detailing the estimation of spatial connectivity matrices through spatial panel data. The text covers spatial nonstationarity in cross-section data and thoroughly examines non-stationarity in single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression and error correction models.