Using spatial contiguity as prior information in vector autoregressive models

DOI10.1016/0165-1765(94)00536-BzbMath0900.90176MaRDI QIDQ674072

Zheng Pan, James P. Lesage

Publication date: 28 February 1997

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

zbMATH Keywords

vector autoregressive modelsspatial contiguity information

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (3)

Bayesian Variable Selection in a Large Vector Autoregression for Origin-Destination Traffic Flow Modelling ⋮ Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages ⋮ Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models

Cites Work

• Forecasting and conditional projection using realistic prior distributions

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