Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2016.04.019
Abstract: This paper investigates a simultaneous equations spatial autoregressive model which incorporates simultaneity effects, own-variable spatial lags and cross-variable spatial lags as explanatory variables, and allows for correlation between disturbances across equations. In exposition, we also… read more here.
Keywords: equations spatial; identification qml; estimation; simultaneous equations ... See more keywords
Erratum: Rate equations, spatial moments, and concentration profiles for mobile-immobile models with power-law and mixed waiting time distributions [Phys. Rev. E 105, 014105 (2022)].
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DOI: 10.1103/physreve.105.029901
Abstract: This corrects the article DOI: 10.1103/PhysRevE.105.014105. read more here.
Keywords: 105 014105; rate equations; equations spatial; moments concentration ... See more keywords