Using spatial contiguity as prior information in vector autoregressive models

DOI10.1016/0165-1765(94)00536-BzbMATH Open0900.90176MaRDI QIDQ674072FDOQ674072

Authors: Zheng Pan, James P. Lesage 

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

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zbMATH Keywords

vector autoregressive modelsspatial contiguity information

Mathematics Subject Classification ID

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

Cites Work

• Forecasting and conditional projection using realistic prior distributions

Cited In (4)

• Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
• Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages
• How helpful are spatial effects in forecasting the growth of Chinese provinces?
• Bayesian variable selection in a large vector autoregression for origin-destination traffic flow modelling

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