Parsimonious multivariate structural spatial models with intra-location feedback

DOI10.1016/J.JMVA.2025.105541MaRDI QIDQ6874684zbMATH OpenFDO

Authors Hossein Asgharian, Krzysztof Podgórski, Nima Shariati

Publication date 15 January 2026

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2025.105541

zbMATH Keywords

adjacency matrixcross-border spillovermultivariate spatial modelspatial vector autoregressive modelspillover effects

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Spatial models in economics (91B72)

Cites work

• Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Introduction to spatial econometrics.
• Matrix variate gamma distributions with unrestricted shape parameter
• Matrix variate generalized asymmetric Laplace distributions
• Matrix variate skew normal distributions
• Modelling air pollution data by the skew-normal distribution
• Multivariate spatial regression models
• Statistical Applications of the Multivariate Skew Normal Distribution
• Structural vector autoregressions: theory of identification and algorithms for inference
• Structural vector autoregressive analysis

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