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The Econometric Analysis of Non-Stationary Spatial Panel Data

Parametre

Počet strán
288 stránok
Čas čítania
11 hodin

Viac o knihe

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.

Nákup knihy

The Econometric Analysis of Non-Stationary Spatial Panel Data, Michael Beenstock, Daniel Felsenstein

Jazyk
Rok vydania
2019
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