Spatial econometrics addresses the challenges posed by spatially correlated data, enabling researchers to understand and quantify how economic phenomena in one location can influence those in ...
Management Science, Vol. 35, No. 10 (Oct., 1989), pp. 1236-1246 (11 pages) A simple time series model for bivariate exponential variables having first-order autoregressive structure is presented, the ...
This is a preview. Log in through your library . Abstract Based on an idea of Granger (1986. "Oxford Bulletin of Economics and Statistics" 48, 213-228), we analyze a new vector autoregressive model ...