The Econometric Analysis of Non-Stationary Spatial Panel Data

• Main Authors: Beenstock, Michael (Author, http://id.loc.gov/vocabulary/relators/aut), Felsenstein, Daniel (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Edition: 1st ed. 2019.
• Series: Advances in Spatial Science, The Regional Science Series,
• Subjects: Econometrics.; Regional economics.; Spatial economics.; Statistics .; Regional/Spatial Science.; Statistics for Business, Management, Economics, Finance, Insurance.

This monograph deals with spatially dependent non-stationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spa...

Table of Contents:

• 1 Space and Time are Inextricably Interwoven
• 2 Time Series for Spatial Econometricians
• 3 Spatial Data Analysis and Econometrics
• 4 The Spatial Conectivity Matrix
• 5 Unit Root and Cointegration Tests in Spatial Cross-Section Data
• 6 Spatial Vector Autoregressions
• 7 Unit Root and Cointegration Tests for Spatially Dependent Panel Data
• 8 Cointegration in Non-Stationary Panel Data
• 9 Spatial Vector Error Correction
• 10 Strong and Weak Cross-Section Dependence in Non-Stationary Spatial Panel Data. .