Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Abhimanyu Gupta, Peter M. Robinson
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Gupta, Abhimanyu ; Robinson, Peter M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 202.2018, 1, p. 92-107
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| Subject: | Spatial autoregression | Increasingly many parameters | Consistency | Asymptotic normality | Pseudo Gaussian maximum likelihood | Finite sample performance | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Räumliche Interaktion | Spatial interaction |