10 citations · 18 across the 3 of their papers we have counts for
3 papers
econ.EM2023
A Review of Cross-Sectional Matrix Exponential Spatial Models
Ye Yang, Osman Dogan, Suleyman Taspinar +1
The matrix exponential spatial models exhibit similarities to the conventional spatial autoregressive model in spatial econometrics but offer analytical, computational, and interpr…
stat.ME2022★ 8 cited
A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks
Philipp Otto, Osman Doğan, Süleyman Taşpınar
This article introduces a dynamic spatiotemporal stochastic volatility (SV) model with explicit terms for the spatial, temporal, and spatiotemporal spillover effects. Moreover, the…
stat.ME2022★ 10 cited
Dynamic Spatiotemporal ARCH Models
Philipp Otto, Osman Doğan, Süleyman Taşpınar
Geo-referenced data are characterized by an inherent spatial dependence due to the geographical proximity. In this paper, we introduce a dynamic spatiotemporal autoregressive condi…