On Refined and Robust Inferences for Spatial Econometric Models

On Refined and Robust Inferences for Spatial Econometric Models

Asymptotically refined and heteroskedasticity robust inferences are considered for spatial linear and panel regression models, based on the quasi maximum likelihood (QML) or the adjusted concentrated quasi score (ACQS) approaches. Refined inferences are achieved through bias correcting the QML estim...

Full description

Saved in:
Bibliographic Details
Main Author: LIU, Shew Fan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2016
Subjects:
bias correction
bootstrapping
QMLE
Robust QMLE
Robust VC estimation
spatial models
Econometrics
Online Access:https://ink.library.smu.edu.sg/etd_coll/132
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1131&context=etd_coll
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/132
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1131&context=etd_coll

Similar Items