GENERALIZED MAXIMUM ENTROPY ESTIMATION OF A FIRST ORDER SPATIAL AUTOREGRESSIVE MODEL

We formulate generalized maximum entropy estimators for the general linear model and the censored regression model when there is first order spatial autoregression in the dependent variable. Monte Carlo experiments are provided to compare the performance of spatial entropy estimators relative to classical estimators. Finally, the estimators are applied to an illustrative model allocating agricultural disaster payments.

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Year of publication:	2004
Authors:	Marsh, Thomas L. ; Mittelhammer, Ron C.
Subject:	Entropie \| Entropy \| Schätztheorie \| Estimation theory \| Räumliche Interaktion \| Spatial interaction \| Autokorrelation \| Autocorrelation

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Type of publication:	Article
Language:	English
Other identifiers:	10.1016/S0731-9053(04)18006-7 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015388179