Abstract
In the preceding chapters we favoured economic investigation at the expense of mathematical thoroughness. In chapter 3 for instance we made use of the solution to spatial second order autoregressive processes but we postponed its derivation to latter examination. As the forthcoming analysis of the time dependent Enke-Samuelson model deeply relies on specific results about space-time autoregressive processes, it now is the time to tackle these mathematical issues. Basically, in this chapter we show how standard methods in autoregressive modelling have to be modified to fit to spatial and space-time processes. Although we shall give some attention to estimation problems at the end of the chapter, our general purpose is to focus on probabilistic issues rather than on statistical ones, our main objective being the discussion of stationarity conditions.KeywordsRecurrence EquationSpatial ProcessOrder ProcessCausality ConditionAutoregressive ProcessThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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