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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Main Author: | YANG, Zhenlin |
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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 |
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