EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Modified QML estimator"
Narrow search

Narrow search

Year of publication
Subject
All
Modified QML estimator 2 Nonnormality 2 Robust standard error 2 Spatial dependence 2 Unknown heteroskedasticity 2 Autocorrelation 1 Autokorrelation 1 Estimation theory 1 Heteroscedasticity 1 Heteroskedastizität 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Regional economics 1 Regionalökonomik 1 Räumliche Interaktion 1 SARAR models 1 Schätztheorie 1 Spatial interaction 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1 Undetermined 1
Author
All
Liu, Shew Fan 2 Yang, Zhenlin 2
Institution
All
School of Economics, Singapore Management University 1
Published in...
All
Regional science & urban economics 1 Working Papers / School of Economics, Singapore Management University 1
Source
All
ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality
Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 52 (2015), pp. 50-70
Persistent link: https://www.econbiz.de/10011478986
Saved in:
Cover Image
Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality
Liu, Shew Fan; Yang, Zhenlin - School of Economics, Singapore Management University - 2014
model. Extensive Monte Carlo results show that the modified QML estimator outperforms the GMM estimators, and the regular …
Persistent link: https://www.econbiz.de/10010929726
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...