The spatial dynamic panel data (SDPD) model is a standard tool for analysing data with both spatial correlation and dynamic dependences among economic units. Conventional estimation methods rely on ...
Journal of Business & Economic Statistics, Vol. 34, No. 4, Special Issue on Big Data (October 2016), pp. 620-641 (22 pages) The factor-augmented vector autoregressive (FAVAR) model is now widely used ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback