Application of generalized space-time autoregressive model on GDP data in west European countries

DOI10.1155/2012/867056zbMATH Open1245.91079OpenAlexW2061263415WikidataQ58910998 ScholiaQ58910998MaRDI QIDQ428360FDOQ428360

Authors: Nunung Nurhayati, Udjianna S. Pasaribu, Oki Neswan 

Publication date: 19 June 2012

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/867056

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Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Cites Work

• A Three-Stage Iterative Procedure for Space-Time Modeling
• Maximum likelihood estimation of a generalized star(p; 1p) model

Cited In (5)

• The application of transfer function model in national GDP data
• Optimal spatial aggregation of space-time models and applications
• GDP prediction based on Volterra functional series
• ARIMA model -- Vietnam's GDP forecasting
• A comparison of GSTAR-SUR models and a hybrid GSTAR-SUR/neural network model on residuals of precipitation forecasting

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