Spatiotemporal
BAyesian Models
Outline
Basic Econometrics
Spatio-Temporal Models
Gauss - Markov Random Fields
Simulation Techniques: MCMC, Gibbs and Metropolis
Approximation Inference : Inverse Nested Laplace
Stochastic Equations*
Basic Econometrics
'Economic' Problem Definition
Lit Review
Time Series Models/Theory
Spatial Models/Theory
Probability Theory
Bayesian Theory in spatial panel data
Formal Problem: a posteriori distributions
Approximation Theory and Simulation Algorithms
Models ANOVA
Specification of state effects (mean structure)
Homogeneous
Heterogeneous
Fixed Effects
Random Effects
Specification of disturbance time and spatial dependence
SAR, STAR ..
BiblioGraphy
Cressie (1993)
Baltagi and Li (2004)
Finkenstadt, Held (2006)*
Zheng, Zu, Li (2008)
Rue et al (2009)
Dubé, Legros (2014) *
EXTREME PROGRAMMING
Spatiotemporal BAyesian Models