Improved Inferences for Spatial Regression Models

• المؤلفون الرئيسيون: LIU, Shew Fan, YANG, Zhenlin
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2015
• الموضوعات: Asymptotic inference; Bias correction; Bootstrap; Improved t-ratio; Monte Carlo; Spatial layout; Stochastic expansion; Variance correction; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/1786; https://ink.library.smu.edu.sg/context/soe_research/article/2785/viewcontent/LiuYangRSUE2015b.pdf

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...