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...

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主要作者: LIU, Shew Fan
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語言:English
出版: Institutional Knowledge at Singapore Management University 2016
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在線閱讀:https://ink.library.smu.edu.sg/etd_coll/132
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1131&context=etd_coll
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機構: Singapore Management University
語言: English