Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
Kai Yang, Lung-fei Lee
| Year of publication: |
January 2017
|
|---|---|
| Authors: | Yang, Kai ; Lee, Lung-fei |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 196.2017, 1, p. 196-214
|
| Subject: | Spatial simultaneous equations | Multivariate spatial autoregression | Identification | Quasi-maximum likelihood estimation | Full information maximum likelihood estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Räumliche Interaktion | Spatial interaction | Mehrgleichungsmodell | Multiple equation model | Regionalökonomik | Regional economics | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.04.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011743798