Spatial panel data model with error dependence: a Bayesian separable covariance approach

DOI10.1214/15-BA979zbMath1359.62189MaRDI QIDQ516534

Maura Mezzetti, Samantha Leorato

Publication date: 14 March 2017

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1446124569

zbMATH Keywords

Kronecker productBayesian inferenceinverse Wishart distributionseparable covariance matrixspatial-temporal dependence

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

Related Items (4)

Skew-normal generalized spatial panel data model ⋮ A Bayesian factor model for spatial panel data with a separable covariance approach ⋮ Technical Efficiency and Spatial Econometric Model: Application to Rice Production of Thailand ⋮ Bayesian factor analysis for spatially correlated data: application to cancer incidence data in Scotland

This page was built for publication: Spatial panel data model with error dependence: a Bayesian separable covariance approach