Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients |
scientific article |
Statements
Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (English)
0 references
6 September 2016
0 references
\(\alpha\)-mixing
0 references
dynamic panels
0 references
high dimensionality
0 references
least squares estimation
0 references
spatial autoregression
0 references
stationarity
0 references