A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models

This note studies the existence and uniqueness of quasi-maximum likelihood estimator for mixed regressive, spatial autoregression model with continuously distributed response vector. Under very mild conditions that n>rank(Xn)+1 (n is the sample size and Xn is the n×p constant matrix of regressors), we show that the quasi-likelihood function has exactly one maximum with probability one in the parameter space.

MoreLess

Year of publication:	2013
Authors:	Li, Mengyuan ; Yu, Dalei ; Bai, Peng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 2, p. 568-572
Publisher:	Elsevier
Subject:	Existence \| Mixed regressive \| spatial autoregression model \| Quasi-likelihood function \| Quasi-maximum likelihood estimator \| Uniqueness

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011040116