Spatial autoregressive fractionally integrated moving average model
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Keywords
Spatial ARFIMA; spatial fractional integration; long-range dependence; aerosol optical depth;All these keywords.
JEL classification:
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-09-25 (Econometrics)
- NEP-URE-2023-09-25 (Urban and Real Estate Economics)
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