A Simple and Robust Method of Inference for Spatial Lag Dependence
A simple and reliable method of inference for the spatial parameter in spatial autoregressive models is introduced, based on a statistic obtained by centering and rescaling the numerator of the concentrated Gaussian score function. The resulted tests and confidence intervals are robust against the d...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2011
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1407 https://ink.library.smu.edu.sg/context/soe_research/article/2406/viewcontent/YangShen2011.pdf |
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| Institution: | Singapore Management University |
| Language: | English |