Serial and spatial error correlation

被引：42

作者：

Elhorst, J. Paul ^{[1
]}

机构：

[1] Univ Groningen, Fac Econ & Business, NL-9700 AV Groningen, Netherlands

来源：

ECONOMICS LETTERS | 2008年 / 100卷 / 03期

关键词：

space-time data; time-series econometrics; spatial econometrics;

D O I：

10.1016/j.econlet.2008.03.009

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper demonstrates that jointly modeling serial and spatial error correlation results in a trade-off between the serial and spatial autocorrelation coefficients. Ignoring this trade-off causes inefficiency and may lead to nonstationarity. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：422 / 424

页数：3

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