Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
We propose profile quasi-maximum likelihood estimation of spatial autoregressive models that are partially linear. The rate of convergence of the spatial parameter estimator depends on some general features of the spatial weight matrix of the model. The estimators of other finite-dimensional paramet...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2010
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1278 https://ink.library.smu.edu.sg/context/soe_research/article/2277/viewcontent/ProfileQuasi_Max_2007_wp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |