26 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
Showing econ.EMShow all
2 papers · 1 filter
econ.EM2021★ 26 cited
A Bayesian approach for estimation of weight matrices in spatial autoregressive models
Tamás Krisztin, Philipp Piribauer
We develop a Bayesian approach to estimate weight matrices in spatial autoregressive (or spatial lag) models. Datasets in regional economic literature are typically characterized b…
econ.EM2018★ 20 cited
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models
Michael Pfarrhofer, Philipp Piribauer
This article introduces two absolutely continuous global-local shrinkage priors to enable stochastic variable selection in the context of high-dimensional matrix exponential spatia…