Applying recent developments in time series econometrics to the spatial domain

Authors
Citation
Di. Stern, Applying recent developments in time series econometrics to the spatial domain, PROF GEOGR, 52(1), 2000, pp. 37-49
Citations number
48
Categorie Soggetti
EnvirnmentalStudies Geografy & Development
Journal title
PROFESSIONAL GEOGRAPHER
ISSN journal
00330124 → ACNP
Volume
52
Issue
1
Year of publication
2000
Pages
37 - 49
Database
ISI
SICI code
0033-0124(200002)52:1<37:ARDITS>2.0.ZU;2-L
Abstract
This paper sur?:cys some recent developments in time series econometrics an d examines to what degree they might have useful analogs in spatial econome trics. Spatial analogs of stationary vector autoregression models might be useful in modeling groups of spatial series, but the literature on non-stat ionarity and cointegration does not have a useful purely spatial analog. Wi th the exception of some special cases, pure spatial series cannot be integ rated processes. However, cointegration might apply to space-time processes . Space-time cointegration and Granger causality methods are developed and applied to explaining reductions in sulfur emissions in Europe.