Concepedia

Conditional Autoregressive Models

Conditional Autoregressive Models is a Bayesian hierarchical modeling framework that belongs to the class of spatial statistical models, distinguished by its specification of spatial dependence through conditional distributions of a spatially indexed random effect given all others, incorporating neighborhood structure via a graph-based stochastic process.

616

Publications

36.2K

Citations

1.6K

Authors

884

Institutions

Publications per year

2017–2026

194

Parents

Publications

616

CAViaR

Robert F. Engle, Simone Manganelli · Journal of Business and Economic Statistics · 2004 · 2.2K citations

, , +17

Autoregressive Conditional Density Estimation

Bruce E. Hansen · International Economic Review · 1994 · 1.6K citations

, , +17

The Message in Daily Exchange Rates

Richard T. Baillie, Tim Bollerslev · Journal of Business and Economic Statistics · 2002 · 800 citations

, , +17

ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING

Anil K. Bera, Matthew Higgins · Journal of Economic Surveys · 1993 · 800 citations

, , +15

On conditional and intrinsic autoregressions

Julian Besag, Charles Kooperberg · Biometrika · 1995 · 729 citations

, , +15

1–5 of 616

Authors

1.6K

  1. AC
    Archie C. A. Clements

    Australian National University, Australia

    18 publications · 884 citations

    18

    h-index

  2. KW
    Kinley Wangdi

    Australian National University, Australia

    10 publications · 371 citations

    10

    h-index

  3. KM
    Kerrie Mengersen

    Queensland University of Technology, Australia

    12 publications · 569 citations

    10

    h-index

  4. RF
    Robert F. Engle

    New York University, United States

    8 publications · 3K citations

    8

    h-index

  5. WH
    Wenbiao Hu

    Queensland University of Technology, Australia

    8 publications · 343 citations

    8

    h-index

1–5 of 1.6K

Institutions

884

  1. Queensland University of Technology

    Brisbane, Australia

    16 h-index

    42 publications

    1.8K citations

  2. Australian National University

    Canberra, Australia

    15 h-index

    44 publications

    1.7K citations

  3. The University of Sydney

    Sydney, Australia

    14 h-index

    36 publications

    1.1K citations

  4. Curtin University

    Perth, Australia

    10 h-index

    13 publications

    456 citations

  5. Pennsylvania State University

    State College, United States

    10 h-index

    11 publications

    1.4K citations

  6. North Carolina State University

    Raleigh, United States

    10 h-index

    17 publications

    1.7K citations

  7. University of Hong Kong

    Pok Fu Lam, Hong Kong

    9 h-index

    22 publications

    1.3K citations

  8. New York University

    New York, United States

    9 h-index

    13 publications

    4.1K citations

1–8 of 884

Venues

  1. Journal of Business and Economic Statistics

    JBES · 18 publications · 5.1K citations

    17

    h-index

  2. SSRN Electronic Journal

    Repository · 21 publications · 659 citations

    15

    h-index

  3. PLoS ONE

    16 publications · 681 citations

    15

    h-index

  4. Statistics in Medicine

    14 publications · 468 citations

    14

    h-index

  5. 9

    h-index

1–5