activity
20182023
most citedA Bayesian approach for estimation of weight matrices in spatial autoregressive models

26 citations · 49 across the 5 of their papers we have counts for

collaborators
Showing stat.APShow all

1 paper · 1 filter

stat.AP2023★ 3 cited

A Bayesian Markov-switching SAR model for time-varying cross-price spillovers

Christian Glocker, Matteo Iacopini, Tamás Krisztin +1

The spatial autoregressive (SAR) model is extended by introducing a Markov switching dynamics for the weight matrix and spatial autoregressive parameter. The framework enables the…