Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach
Year of publication: |
2014
|
---|---|
Authors: | Doğan, Osman ; Taşpınar, Süleyman |
Published in: |
Regional Science and Urban Economics. - Elsevier, ISSN 0166-0462. - Vol. 45.2014, C, p. 1-21
|
Publisher: |
Elsevier |
Subject: | Spatial autoregressive models | Unknown heteroskedasticity | Robustness | GMM | Asymptotics | MLE | Markov Chain Monte Carlo (MCMC) |
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