Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Year of publication: |
2002
|
---|---|
Authors: | Lee, Lung-fei |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 2, p. 252-277
|
Subject: | Regionalökonomik | Regional economics | Schätztheorie | Estimation theory | Theorie | Theory | Autokorrelation | Autocorrelation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
-
Properties of the maximum likelihood estimator in spatial autoregressive models
Hillier, Grant H., (2013)
-
Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags
Han, Xiaoyi, (2013)
-
Near unit root in the spatial autoregressive model
Lee, Lung-fei, (2013)
- More ...
-
Semiparametric instrumental variable estimation of simultaneous equation sample selection models
Lee, Lung-Fei, (1994)
-
Jin, Fei, (2013)
-
Lasso maximum likelihood estimation of parametric models with singular information matrices
Jin, Fei, (2018)
- More ...