Bayesian Estimation of A Distance Functional Weight Matrix Model

This paper considers the distance functional weight matrix in spatial autoregressive and spatial error models from a Bayesian point of view. We considered the Markov chain Monte Carlo methods to estimate the parameters of the models. Our approach is illustrated with simulated data set.

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Year of publication:	2005-12-27
Authors:	Kakamu, Kazuhiko
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2005, 57, p. 1-6
Publisher:	AccessEcon
Subject:	Distance functional Weight matrix

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Extent:	application/pdf
Type of publication:	Article
Classification:	C1 - Econometric and Statistical Methods: General ; C2 - Econometric Methods: Single Equation Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010630322