Improved Inferences for Spatial Regression Models
The quasi-maximum likelihood (QML) method is popular in the estimation and inference for spatial regression models. However, the QML estimators (QMLEs) of the spatial parameters can be quite biased and hence the standard inferences for the regression coefficients (based on t-ratios) can be seriously...
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Main Authors: | LIU, Shew Fan, YANG, Zhenlin |
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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/1786 https://ink.library.smu.edu.sg/context/soe_research/article/2785/viewcontent/LiuYangRSUE2015b.pdf |
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Institution: | Singapore Management University |
Language: | English |
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