Art

J-GLOBAL ID：201802273061314789   Reference number：18A0175667

SPATIAL AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY MODELS

空間自己回帰条件付き不等分散性モデル

Author (2)： SATO Takaki (Tohoku Univ., Sendai, JPN) ,  MATSUDA Yasumasa (Tohoku Univ., Sendai, JPN)
Material： Journal of the Japan Statistical Society  (J Jpn Stat Soc)
Volume： 47  Issue： 2  Page： 221-236  Publication year： Dec. 2017 
JST Material Number： L7007A  ISSN： 1882-2754  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： *autoregressive model ,  *time series ,  extension ,  *space ,  variance ,  observation and view ,  least squares method ,  maximum likelihood method ,  parameter ,  land price
Semi thesaurus term： *enlargement ,  least-square ,  maximum likelihood estimation approach ,  land price

JST classification (2)： Statistics  (AB08000H) ,  Land problems  (RD02020K)

Reference (17)：

• (1) Anselin, L. (1988). Spatial Econometrics: Methods and Models, Kluwer Academic Publishers, The Netherlands.
• (2) Arbia, G. (2014). A Primer for Spatial Econometrics: With Applications in R, Springer-Verlag, New York.
• (3) Banerjee, S., Carlin, B. P. and Gelfand, A. E. (2014). Hierarchical Modeling and Analysis for Spatial Data, Chapman & Hall/CRC, Boca Raton.
• (4) Beck, N., Gledrrsch, K. S. and Beardsley, K. (2006). Space is more thn geography: Using spatial econometrics in the study of political economy, Int. Stud. Q., 50(1), 27-44.
• (5) Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity, J. Econ., 31(3), 307-327.

Terms in the title (3)： 自己回帰 ,  分散性 ,  モデル