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A spatial model for multivariate lattice data

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  • Sain, Stephan R.
  • Cressie, Noel

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  • Sain, Stephan R. & Cressie, Noel, 2007. "A spatial model for multivariate lattice data," Journal of Econometrics, Elsevier, vol. 140(1), pages 226-259, September.
    • Handle: RePEc:eee:econom:v:140:y:2007:i:1:p:226-259
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    References listed on IDEAS

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    1. Mardia, K. V., 1988. "Multi-dimensional multivariate Gaussian Markov random fields with application to image processing," Journal of Multivariate Analysis, Elsevier, vol. 24(2), pages 265-284, February.
    2. Xiaoping Jin & Bradley P. Carlin & Sudipto Banerjee, 2005. "Generalized Hierarchical Multivariate CAR Models for Areal Data," Biometrics, The International Biometric Society, vol. 61(4), pages 950-961, December.
    3. Alan Gelfand & Alexandra Schmidt & Sudipto Banerjee & C. Sirmans, 2004. "Nonstationary multivariate process modeling through spatially varying coregionalization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 263-312, December.
    4. Kelejian, Harry H. & Prucha, Ingmar R., 2004. "Estimation of simultaneous systems of spatially interrelated cross sectional equations," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 27-50.
    5. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
    6. Kim H. & Sun D. & Tsutakawa R.K., 2001. "A Bivariate Bayes Method for Improving the Estimates of Mortality Rates With a Twofold Conditional Autoregressive Model," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1506-1521, December.
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    Citations

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    Cited by:

    1. Li, Bo & Zhang, Hao, 2011. "An approach to modeling asymmetric multivariate spatial covariance structures," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1445-1453, November.
    2. Anna Gloria Billé & Samantha Leorato, 2017. "Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models," BEMPS - Bozen Economics & Management Paper Series BEMPS44, Faculty of Economics and Management at the Free University of Bozen.
    3. Arnab Bhattacharjee & Eduardo Castro & Taps Maiti & João Marques, 2014. "Endogenous spatial structure and delineation of submarkets: A new framework with application to housing markets," SEEC Discussion Papers 1403, Spatial Economics and Econometrics Centre, Heriot Watt University.
    4. Ippoliti, L. & Martin, R.J. & Romagnoli, L., 2018. "Efficient likelihood computations for some multivariate Gaussian Markov random fields," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 185-200.
    5. Gupta, Abhimanyu, 2018. "Autoregressive spatial spectral estimates," Journal of Econometrics, Elsevier, vol. 203(1), pages 80-95.
    6. Noel Cressie & Andrew Zammit-Mangion, 2016. "Multivariate spatial covariance models: a conditional approach," Biometrika, Biometrika Trust, vol. 103(4), pages 915-935.
    7. Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
    8. Walguen Oscar & Jean Vaillant, 2021. "Cox Processes Associated with Spatial Copula Observed through Stratified Sampling," Mathematics, MDPI, vol. 9(5), pages 1-13, March.
    9. Takahiro Yoshida & Morito Tsutsumi, 2018. "On the effects of spatial relationships in spatial compositional multivariate models," Letters in Spatial and Resource Sciences, Springer, vol. 11(1), pages 57-70, March.
    10. repec:esx:essedp:767 is not listed on IDEAS
    11. Ghulam A. Qadir & Carolina Euán & Ying Sun, 2021. "Flexible Modeling of Variable Asymmetries in Cross-Covariance Functions for Multivariate Random Fields," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(1), pages 1-22, March.
    12. Beran, Jan & Ghosh, Sucharita & Schell, Dieter, 2009. "On least squares estimation for long-memory lattice processes," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2178-2194, November.

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