Open AccessSpecification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
Author(s) -
Harry H. Kelejian,
Ingmar R. Prucha
Publication year - 2008
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1296549
Subject(s) - autoregressive model , star model , setar , heteroscedasticity , econometrics , estimation , nonlinear autoregressive exogenous model , autoregressive integrated moving average , statistics , mathematics , economics , computer science , time series , management
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