Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients

Title
Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients
Authors
Keywords
-mixing, Dynamic panels, High dimensionality, Least squares estimation, Spatial autoregression, Stationarity
Journal
JOURNAL OF ECONOMETRICS
Volume 194, Issue 2, Pages 369-382
Publisher
Elsevier BV
Online
2016-05-31
DOI
10.1016/j.jeconom.2016.05.014

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