Modified Whittle estimation of multilateral models on a lattice

Journal of Multivariate Analysis

Volumn 97, Issue 5, 2006, Pages 1090-1120

  Robinson, P M ^a   Vidal Sanz, J ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Consistent variance estimation; Edge effect; Multilateral modelling; Spatial data; Whittle estimation

Indexed keywords

EID: 33645868984     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2005.05.013     Document Type: Article

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