Spatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated Effects
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More about this item
Keywords
Spatio-temporal dynamics; Error Correction Models; Weak and strong cross sectional dependence;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2020-08-31 (Econometrics)
- NEP-NET-2020-08-31 (Network Economics)
- NEP-ORE-2020-08-31 (Operations Research)
- NEP-URE-2020-08-31 (Urban and Real Estate Economics)
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