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Stationarity conditions for the spatial first-order and serial second-order model

Elena Kotyrlo ()

Letters in Spatial and Resource Sciences, 2013, vol. 6, issue 1, 19-29

Abstract: The stationarity conditions for a spatial first-order and serial second-order model in the presence of time-lagged spatial interactions are discussed. The stationarity conditions for serial autoregressive parameters were found on the basis of the structural vector autoregression form of the model. The temporal stationarity was a function of the spatial autoregressive parameters. The value of the time-lagged spatial autoregressive parameter defined the shift of the interval for the first-order serial parameter. However, the sizes of intervals for the values of both serial parameters depended only on the value of the simultaneous autoregressive parameter. Copyright Springer-Verlag 2013

Keywords: Stability; Simultaneity; Time-lagged spatial interaction; Second-order time series; Fertility; C23; J11 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s12076-012-0083-2

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