Sparse spatio-temporal autoregressions by profiling and bagging
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Publication:2106397
DOI10.1016/J.JECONOM.2020.10.010OpenAlexW3134641017MaRDI QIDQ2106397FDOQ2106397
Authors: Yingying Ma, Hansheng Wang, Shao-Jun Guo 
Publication date: 14 December 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.10.010
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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Cited In (4)
- Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data
- Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process
- Multivariate spatiotemporal models with low rank coefficient matrix
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