Asymptotic inference for unit roots in spatial triangular autoregression

Acta Applicandae Mathematicae

Volumn 96, Issue 1-3, 2007, Pages 17-42

  Baran, Sándor ^a   Pap, Gyula ^a   Van Zuijlen, Martien C A ^b  

^a UNIVERSITY OF DEBRECEN   (Hungary)

^b RADBOUD UNIVERSITY NIJMEGEN   (Netherlands)

Author keywords

Spatial autoregressive processes; Unit root models

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; REGRESSION ANALYSIS;

ASYMPTOTIC INFERENCES; SPATIAL AUTOREGRESSIVE PROCESSES; TRIANGULAR AUTOREGRESSION; UNIT ROOT MODELS;

ASYMPTOTIC ANALYSIS;

EID: 34248562139     PISSN: 01678019     EISSN: 15729036     Source Type: Journal    
DOI: 10.1007/s10440-007-9097-y     Document Type: Conference Paper

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