Smooth Transition Spatial Autoregressive Models
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Cited by:
- Francisco Blasques & Vladim'ir Hol'y & Petra Tomanov'a, 2018.
"Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros,"
Papers
1812.07318, arXiv.org, revised May 2024.
- Francisco Blasques & Vladimir Holy & Petra Tomanova, 2019. "Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros," Tinbergen Institute Discussion Papers 19-004/III, Tinbergen Institute.
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More about this item
Keywords
Dynamic panel; Threshold models; Spatial heterogeneity; Spatial autocorrelation; Urban density; Interest Rates; Monetary Stability; Sovereign Debt Crisis;All these keywords.
JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- R1 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2017-06-11 (European Economics)
- NEP-ETS-2017-06-11 (Econometric Time Series)
- NEP-GEO-2017-06-11 (Economic Geography)
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