Serial and spatial error correlation

DOI10.1016/J.ECONLET.2008.03.009MaRDI QIDQ1934890zbMATH OpenOpenAlexFDO

Authors J. Paul Elhorst

Publication date 29 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2008.03.009

zbMATH Keywords

space-time dataspatial econometricstime-series econometrics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Spatial models in economics (91B72) Economic time series analysis (91B84)

Recommendations

• BLUP in the panel regression model with spatially and serially correlated error components
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Cites work

• Panel data models with spatially correlated error components
• Testing for serial correlation, spatial autocorrelation and random effects using panel data

Cited in

(9)

• Maximum likelihood estimation of spatially and serially correlated panels with random effects
• Markers for error-corrupted observations
• Efficient measurement error correction with spatially misaligned data
• Estimating a Nonlinear Mixed Volume-age Model with and without Taking into Account Serially-correlated Errors: Differences and Implications
• Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
• Variable family size based spatial moving correlations model
• Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors
• Estimation and testing for fixed effects partially linear nonparametric panel regression model with separable spatially and serially correlated error structure
• GMM estimation of fixed effects partially linear additive SAR model with space-time correlated disturbances

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