Small-sample Properties of Panel Spatial Autoregressive Models: Comparison of the Bayesian and Maximum Likelihood MethodsAn earlier version of this paper was presented at the 2007 Fall meeting of Japanese Economic Association at Nihon University.

Abstract This article considers autoregressive (SAR) models. We method to estimate the parameters of likelihood (ML) method. Our Bayesian by the Monte Carlo studies. We found the efficient as the ML estimators.

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Year of publication:	2008
Authors:	Kakamu, Kazuhiko ; Wago, Hajime
Published in:	Spatial Economic Analysis. - Taylor & Francis Journals, ISSN 1742-1772. - Vol. 3.2008, 3, p. 305-319
Publisher:	Taylor & Francis Journals
Subject:	Fixed effect \| Markov chain Monte Carlo (MCMC) \| maximum likelihood \| panel spatial autoregressive model \| random effect

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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