On the variances of a spatial unit root model

Sándor Baran

The asymptotic properties of the variances of the spatial autoregressive model $X_{k,\ell }=\alpha X_{k-1,\ell }+\beta X_{k,\ell -1}+\gamma X_{k-1,\ell -1}+{\epsilon }_{k,\ell }$ are investigated in the unit root…