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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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2015
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| 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 |
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| Institution: | Singapore Management University |
| Language: | English |