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Identification of spatial panel Durbin models
Spatial autoregression Durbin regressors Spatial VAR Dynamic panel Fixed e¤ects Random e¤ects
2016/1/26
Identi…cation of a spatial Durbin model is a concern in the spatial econometrics literature. The concern is similar to the identi…cation of the endogenous e¤ect, the contextual e¤ect and correlation e...
Identification of universally optimal circular designs for the interference model
Approximate design theory circular design interference model linear equations system universal optimality
2016/1/20
Many applications of block designs exhibit neighbor and edge ef-fects. A popular remedy is to use the circular design coupled with the interference model. The search for optimal or efficient designs h...
Identification of the Multivariate Fractional Brownian Motion
Self similarity Multivariate process Long-range dependence Discrete variations Parametric estimation
2011/3/23
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p...