Serial and spatial error correlation

DOI10.1016/j.econlet.2008.03.009zbMath1255.91351OpenAlexW2058038732MaRDI QIDQ1934890

J. Paul Elhorst

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2008.03.009

zbMATH Keywords

spatial econometricsspace-time datatime-series econometrics

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Spatial models in economics (91B72)

Related Items (2)

Maximum likelihood estimation of spatially and serially correlated panels with random effects ⋮ Estimation of fixed effects panel regression models with separable and nonseparable space-time filters

Cites Work

• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• Panel data models with spatially correlated error components

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