Testing for Unit Roots and Cointegration in Spatial Cross-Section Data
نویسندگان
چکیده
منابع مشابه
Testing for Unit Roots and Cointegration in Spatial Cross Section Data
Spatial impulses are derived for SAR models containing a spatial unit root. Analytical solutions are obtained for lateral space where the number of spatial units tends to infinity. Numerical solutions are obtained for finite lattices where edge-effects are shown to influence spatial impulses. Monte Carlo simulation methods are used to compute critical values for spatial unit root tests in SAR m...
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ژورنال
عنوان ژورنال: Spatial Economic Analysis
سال: 2012
ISSN: 1742-1772,1742-1780
DOI: 10.1080/17421772.2012.669491