Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
Grant Hillier, Federico Martellosio
| Year of publication: |
2018
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|---|---|
| Authors: | Hillier, Grant H. ; Martellosio, Federico |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 205.2018, 2, p. 402-422
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| Subject: | Complete bipartite graph | Group interaction | Maximum likelihood estimation | Saddlepoint | Social networks | Spatial autoregression | Autokorrelation | Autocorrelation | Maximum-Likelihood-Schätzung | Soziales Netzwerk | Social network | Räumliche Interaktion | Spatial interaction | Schätztheorie | Estimation theory | Regionalökonomik | Regional economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012110309