  For general panel data, by introducing network structure, network vector
autoregressive (NVAR) model captured the linear inter dependencies among
multiple time series. In this paper, we propose network vector autoregressive
model for dyadic response variables (NVARD), which describes the dynamic
process of dyadic data in the case of the dependencies among different pairs
are taken into consideration. Besides, due to the existence of heterogeneity
between time and individual, we propose time-varying coefficient network vector
autoregressive model for dyadic response variables (VCNVARD). Finally, we apply
these models to predict world bilateral trade flows.
