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

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...

Full description

Saved in:
Bibliographic Details
Main Authors: LIU, Shew Fan, YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
Subjects:
Asymptotics
Bias Correction
Bootstrap
Concentrated estimating equation
Monte Carlo
Spatial layout
Stochastic expansion
Econometrics
Economics
Online Access:https://ink.library.smu.edu.sg/soe_research/1752
https://ink.library.smu.edu.sg/context/soe_research/article/2751/viewcontent/econometrics_03_00376.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1752
https://ink.library.smu.edu.sg/context/soe_research/article/2751/viewcontent/econometrics_03_00376.pdf

Similar Items