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Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Panel data Spatial cointegration Explosive roots Fixed e¤ects
2016/1/25
This paper considers a quasi-maximum likelihood estimation for a linear panel data model with time and individual …xed e¤ects, where the disturbances have dynamic and spatial correlations which might ...
Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Spatial autoregression Panel data Spatial cointegration Explosive roots Fixed e¤ects
2016/1/20
This paper considers a quasi-maximum likelihood estimation for a linear panel data model with time and individual …xed e¤ects, where the disturbances have dynamic and spatial correlations which might ...
Catchments as space-time filters – a joint spatio-temporal geostatistical analysis of runoff and precipitation
space-time filters runoff precipitation
2009/5/15
In this paper catchments are conceptualised as linear space-time filters. Catchment area A is interpreted as the spatial support and the catchment response time T is interpreted as the temporal suppor...