Asymptotic distribution and finite sample bias correction of QML estimators for spatial error dependence model

• المؤلفون الرئيسيون: LIU, Shew Fan, YANG, Zhenlin
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2015
• الموضوعات: asymptotics; bias correction; bootstrap; concentrated estimating equation; Monte Carlo; spatial layout; stochastic expansion; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/1965; https://ink.library.smu.edu.sg/context/soe_research/article/2964/viewcontent/AsymptomicDistribution_econometrics_03_2015.pdf

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...