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On estimation of parameters for spatial autoregressive model

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  • Youri Davydov
  • Vygantas Paulauskas

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  • Youri Davydov & Vygantas Paulauskas, 2008. "On estimation of parameters for spatial autoregressive model," Statistical Inference for Stochastic Processes, Springer, vol. 11(3), pages 237-247, October.
    • Handle: RePEc:spr:sistpr:v:11:y:2008:i:3:p:237-247
    DOI: 10.1007/s11203-008-9022-7
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    References listed on IDEAS

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    1. Giacomini, Raffaella & Granger, Clive W. J., 2004. "Aggregation of space-time processes," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26.
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    Cited by:

    1. Baran, Sándor & Pap, Gyula, 2012. "Parameter estimation in a spatial unilateral unit root autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 282-305.

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