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:"SARMA(1"
Narrow search

Narrow search

Year of publication
Subject
All
MLE 4 asymptotics 4 heteroskedasticity 4 maximum likelihood estimator 4 spatial autoregressive 4 spatial dependence 4 spatial moving average 4 1) 2 SARMA(1 2 SARMA(1,1) 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 Regression analysis 1 Regressionsanalyse 1 Räumliche Interaktion 1 Schätztheorie 1 Spatial interaction 1 Stochastic process 1 Stochastischer Prozess 1
more ... less ...
Online availability
All
Free 3
Type of publication
All
Article 3 Book / Working Paper 1
Type of publication (narrower categories)
All
Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 2 Undetermined 2
Author
All
Doğan, Osman 3 Dogan, Osman 1
Institution
All
Department of Economics, Graduate Center 1
Published in...
All
Econometrics 2 Econometrics : open access journal 1 Working Papers / Department of Economics, Graduate Center 1
Source
All
RePEc 2 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 4 of 4
Cover Image
Heteroskedasticity of unknown form in spatial autoregressive models with a moving average disturbance term
Doğan, Osman - In: Econometrics 3 (2015) 1, pp. 101-127
In this study, I investigate the necessary condition for the consistency of the maximum likelihood estimator (MLE) of spatial models with a spatial moving average process in the disturbance term. I show that the MLE of spatial autoregressive and spatial moving average parameters is generally...
Persistent link: https://www.econbiz.de/10011755273
Saved in:
Cover Image
Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term
Doğan, Osman - In: Econometrics 3 (2015) 1, pp. 101-127
In this study, I investigate the necessary condition for the consistency of the maximum likelihood estimator (MLE) of spatial models with a spatial moving average process in the disturbance term. I show that the MLE of spatial autoregressive and spatial moving average parameters is generally...
Persistent link: https://www.econbiz.de/10011186339
Saved in:
Cover Image
Heteroskedasticity of unknown form in spatial autoregressive models with a moving average disturbance term
Doğan, Osman - In: Econometrics : open access journal 3 (2015) 1, pp. 101-127
In this study, I investigate the necessary condition for the consistency of the maximum likelihood estimator (MLE) of spatial models with a spatial moving average process in the disturbance term. I show that the MLE of spatial autoregressive and spatial moving average parameters is generally...
Persistent link: https://www.econbiz.de/10011290741
Saved in:
Cover Image
Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term
Dogan, Osman - Department of Economics, Graduate Center - 2013
In this study, I investigate the necessary condition for consistency of the maximum likelihood estimator (MLE) of spatial models with a spatial moving average process in the disturbance term. I show that the MLE of spatial autoregressive and spatial moving average parameters is generally...
Persistent link: https://www.econbiz.de/10011115555
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...