GEL estimation and tests of spatial autoregressive models
Fei Jin, Lung-fei Lee
| Year of publication: |
2019
|
|---|---|
| Authors: | Jin, Fei ; Lee, Lung-fei |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 208.2019, 2, p. 585-612
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| Subject: | Spatial autoregressive model | Empirical likelihood | Higher order asymptotic bias | Unknown heteroskedasticity | Non-normality | EL ratio test | Autokorrelation | Autocorrelation | Räumliche Interaktion | Spatial interaction | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | Regionalökonomik | Regional economics | Systematischer Fehler | Bias | Momentenmethode | Method of moments | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012149371