On Refined and Robust Inferences for Spatial Econometric Models

• المؤلف الرئيسي: LIU, Shew Fan
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2016
• الموضوعات: bias correction; bootstrapping; QMLE; Robust QMLE; Robust VC estimation; spatial models; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/etd_coll/132; https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1131&context=etd_coll

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...