Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples
Pavlo Mozharovskyi, Jan Vogler
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Mozharovskyi, Pavlo ; Vogler, Jan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 148.2016, p. 87-90
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| Subject: | Spatial probit models | Sparse matrices | Composite marginal likelihood | Partial maximum likelihood | Spatial econometrics | Probit-Modell | Probit model | Räumliche Interaktion | Spatial interaction | Regionalökonomik | Regional economics | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.09.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619891