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

Asymptotic distribution and finite sample bias correction of QML estimators for spatial error 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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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
Online Access: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
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Institution: Singapore Management University
Language: English

Internet

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

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