A new semiparametric spatial model for panel time series

DOI10.1016/S0304-4076(01)00070-7zbMath0980.62104WikidataQ127488045 ScholiaQ127488045MaRDI QIDQ5952026

Xiaoheng Chen, Timothy G. Conley

Publication date: 6 March 2002

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

VARisotropic conditional covariancessieve estimatorsspace-time modeltime-varying coefficientvector time series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Economic time series analysis (91B84)

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