Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Dependence Model

In studying the asymptotic and finite-sample properties of quasi-maximum likelihood (QML) estimators for the spatial linear regression models, much attention has been paid to the spatial lag dependence (SLD) model; little has been given to its companion, the spatial error dependence (SED) model. In...

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Bibliographic Details
Main Authors: LIU, Shew Fan, YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2014
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Online Access:https://ink.library.smu.edu.sg/soe_research/1599
https://ink.library.smu.edu.sg/context/soe_research/article/2598/viewcontent/15_2014.pdf
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Institution: Singapore Management University
Language: English
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