Asymptotic distribution and finite sample bias correction of QML estimators for spatial error depend...
Asymptotic distribution and finite sample bias correction of QML estimators for spatial error dependence model
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Basel: MDPI
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Language
English
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Basel: MDPI
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Contents
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 particular, the effect of spatial dependence on th...
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Asymptotic distribution and finite sample bias correction of QML estimators for spatial error dependence model
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TN_cdi_doaj_primary_oai_doaj_org_article_ee005cd1abec481da902f8edcea0dc27
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_ee005cd1abec481da902f8edcea0dc27
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ISSN
2225-1146
E-ISSN
2225-1146
DOI
10.3390/econometrics3020376
