THE CORRELATION STRUCTURE OF SPATIAL AUTOREGRESSIONS

DOI10.1017/S0266466612000175zbMath1281.62200OpenAlexW2044235308MaRDI QIDQ5397674

Federico Martellosio

Publication date: 24 February 2014

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466612000175

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items

Bootstrap inference under cross‐sectional dependence

Cites Work

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