Indirect inference in spatial autoregression

Indirect inference in spatial autoregression

Ordinary least-squares (OLS) is well known to produce an inconsistent estimator of the spatial parameter in pure spatial autoregression (SAR). In this paper, we explore the potential of indirect inference to correct the inconsistency of OLS. Under broad conditions, it is shown that indirect inferenc...

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Bibliographic Details
Main Authors: KYRIACOU, Maria, PHILLIPS, Peter C. B., ROSSI, Francesca
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2017
Subjects:
Bias
Binding function
Inconsistency
Indirect Inference
Spatial autoregression.
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2099
https://ink.library.smu.edu.sg/context/soe_research/article/3099/viewcontent/Kyriacou_et_al_2017_The_Econometrics_Journal__2_.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/2099
https://ink.library.smu.edu.sg/context/soe_research/article/3099/viewcontent/Kyriacou_et_al_2017_The_Econometrics_Journal__2_.pdf

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