The Econometric Analysis of Non-Stationary Spatial Panel Data

by Michael Beenstock and Daniel Felsenstein

This monograph deals with spatially dependent nonstationary 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 spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously...

• Format: Hardcover
• Language: English
• ISBN: 3030036138
• ISBN13: 9783030036133
• Release Date: April 2019
• Publisher: Springer
• Length: 275 Pages
• Weight: 1.28 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"