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Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago. (2021). Tapinar, Suleyman ; Doan, Osman ; Chae, Jiyoung ; Bera, Anil K.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:83:y:2021:i:5:p:1243-1272.

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  1. A Dynamic Spatiotemporal and Network ARCH Model with Common Factors. (2024). Otto, Philipp ; Mattera, Raffaele ; Dougan, Osman ; Tacspinar, Suleyman.
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  2. A general framework for spatial GARCH models. (2023). Schmid, Wolfgang ; Otto, Philipp.
    In: Statistical Papers.
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  3. A Bayesian Markov-switching SAR model for time-varying cross-price spillovers. (2023). Krisztin, Tam'As ; Piribauer, Philipp ; Iacopini, Matteo.
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  4. Spatial and Spatiotemporal Volatility Models: A Review. (2023). Schmid, Wolfgang ; Tacspinar, Suleyman ; Otto, Philipp ; Dougan, Osman ; Bera, Anil K.
    In: Papers.
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  5. A Multivariate Spatial and Spatiotemporal ARCH Model. (2022). Otto, Philipp.
    In: Papers.
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  6. Dynamic Spatiotemporal ARCH Models. (2022). Tacspinar, Suleyman ; Otto, Philipp ; Dougan, Osman.
    In: Papers.
    RePEc:arx:papers:2202.13856.

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  50. International, intersectoral, or unobservable? Measuring R&D spillovers under weak and strong cross-sectional dependence. (2016). Naveed, Amjad ; Mitze, Timo ; Ahmad, Nisar.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:50:y:2016:i:c:p:259-272.

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