Dynamic models in space and time

J.Paul Elhorst

No 00C16, Research Report from University of Groningen, Research Institute SOM (Systems, Organisations and Management)

Abstract: This paper presents a first-order autoregressive distributed lag model in both space and time. It is shown that this model encompasses a wide series of simpler models frequently used in the analysis of space-time data as well as models that better fit the data and have never been used before. A framework is developed to determine which model is the most likely candidate to study space-time data. As an application, the relationship between the labor force participation rate and the unemployment rate is estimated using regional data of Germany, France and the UK derived from Eurostat, 1983-1993.

Date: 2000
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Citations: View citations in EconPapers (17)

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Persistent link: https://EconPapers.repec.org/RePEc:gro:rugsom:00c16

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