Spatial autoregressive models with unknown heteroskedasticity : a comparison of Bayesian and robust GMM approach
Osman Doğan; Süleyman Taşpınar
| Year of publication: |
2014
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|---|---|
| Authors: | Doğan, Osman ; Taşpınar, Süleyman |
| Published in: |
Regional science & urban economics. - Amsterdam [u.a.] : Elsevier, ISSN 0166-0462, ZDB-ID 191791-2. - Vol. 45.2014, p. 1-21
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| Subject: | Spatial autoregressive models | Unknown heteroskedasticity | Robustness | GMM | Asymptotics | MLE | Markov Chain Monte Carlo (MCMC) | Theorie | Theory | Momentenmethode | Method of moments | Monte-Carlo-Simulation | Monte Carlo simulation | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010474903