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Stationarity conditions for the spatial first-order and serial second-order model

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  • Elena Kotyrlo

Abstract

The stationarity conditions for a spatial first-order and serial second-order model in the presence of time-lagged spatial interactions are discussed. The stationarity conditions for serial autoregressive parameters were found on the basis of the structural vector autoregression form of the model. The temporal stationarity was a function of the spatial autoregressive parameters. The value of the time-lagged spatial autoregressive parameter defined the shift of the interval for the first-order serial parameter. However, the sizes of intervals for the values of both serial parameters depended only on the value of the simultaneous autoregressive parameter. Copyright Springer-Verlag 2013

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  • Elena Kotyrlo, 2013. "Stationarity conditions for the spatial first-order and serial second-order model," Letters in Spatial and Resource Sciences, Springer, vol. 6(1), pages 19-29, March.
    • Handle: RePEc:spr:lsprsc:v:6:y:2013:i:1:p:19-29
    DOI: 10.1007/s12076-012-0083-2
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    References listed on IDEAS

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    Cited by:

    1. Elena Kotyrlo, 2017. "Fertility and commuting: evidence based on first-birth rates of young working women," Journal of Population Research, Springer, vol. 34(2), pages 135-163, June.

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    More about this item

    Keywords

    Stability; Simultaneity; Time-lagged spatial interaction; Second-order time series; Fertility; C23; J11;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts

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