Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data
Work
Year: 2023
Type: article
Abstract: We consider a high-dimensional model in which variables are observed over time and space. The model consists of a spatio-temporal regression containing a time lag and a spatial lag of the dependent va... more
Source: Journal of Econometrics
Authors Hanno Reuvers, Etiënne Wijler
Cites: 30
Cited by: 1
Related to: 10
FWCI: 0.364
Citation percentile (by year/subfield): 62.93
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $3,700