Concepedia

Spillovers in Space and Time: Where Spatial Econometrics and Global VAR Models Meet

J. Paul Elhorst, Marco Gross, Eugen Tereanu

SSRN Electronic Journal · 2018 · 29 citations · 54 references

DOIFull text

Open access

Concepts

References

54

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

, , +13

Impulse response analysis in nonlinear multivariate models

Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 5K citations

, , +6

Testing Weak Cross-Sectional Dependence in Large Panels

M. Hashem Pesaran · Econometric Reviews · 2014 · 2.7K citations

, , +15

Spatial Econometrics: Methods and Models

Daniel A. Griffith, L. Anselin · Economic Geography · 1989 · 2K citations

, , +12

A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model

Harry H. Kelejian, Ingmar R. Prucha · International Economic Review · 1999 · 1.5K citations

, , +16