no code implementations • 10 Mar 2022 • Danielle Cabel, Shonosuke Sugasawa, Masahiro Kato, Kosaku Takanashi, Kenichiro McAlinn
Spatial data are characterized by their spatial dependence, which is often complex, non-linear, and difficult to capture with a single model.
no code implementations • 11 Mar 2021 • Kenichiro McAlinn, Kosaku Takanashi
In this regard, Fernandez-Villaverde, Rubio-Ramirez, and Santos (2006) show convergence of the likelihood, when the shock has compact support.