Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality
Year of publication: |
2014-09
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Authors: | Liu, Shew Fan ; Yang, Zhenlin |
Institutions: | School of Economics, Singapore Management University |
Subject: | Spatial dependence | Unknown heteroskedasticity | Nonnormality | Modified QML estimator | Robust standard error |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in SMU Economics and Statistics Working Paper Series Number 14-2014 36 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C21 - Cross-Sectional Models; Spatial Models |
Source: |
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Liu, Shew Fan, (2015)
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Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models
Yang, Zhenlin, (2014)
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QML estimation of dynamic panel data models with spatial errors
Su, Liangjun, (2015)
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Liu, Shew Fan, (2014)
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Liu, Shew Fan, (2015)
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Improved inferences for spatial regression models
Liu, Shew Fan, (2015)
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