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State-Space Modeling of Time-Varying Spillovers on Networks

Papamichalis, Marios et al.
arXiv (All) · Papers
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methodologystatistics-theory
Crime counts in city neighbourhoods, disease counts in counties, and sales at firms joined by trade are naturally represented as counts on the nodes of a network. In each case a high count at one node can raise the counts at the nodes linked to it next period. The strength of that spillover changes
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