Bias-Corrected Estimation for Spatial Autocorrelation

The biasedness issue arising from the maximum likelihood estimation of the spatial autoregressive model (SAR) is further investigated under a broader set-up than that in Bao and Ullah (2007a). A major difficulty in analytically evaluating the expectations of ratios of quadratic forms is overcome by...

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Bibliographic Details
Main Author: YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2010
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Online Access:https://ink.library.smu.edu.sg/soe_research/1251
https://ink.library.smu.edu.sg/context/soe_research/article/2250/viewcontent/ZLYangOct10.pdf
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Institution: Singapore Management University
Language: English