Showing 1 - 10 of 2,382
Persistent link: https://www.econbiz.de/10011339256
Persistent link: https://www.econbiz.de/10012799051
In studying the asymptotic and finite sample properties of quasi-maximum likelihood (QML) estimators for the spatial linear regression models, much attention has been paid to the spatial lag dependence (SLD) model; little has been given to its companion, the spatial error dependence (SED) model....
Persistent link: https://www.econbiz.de/10011297624
We investigate the finite-sample bias of the quasi-maximum likelihood estimator (QMLE) in spatial autoregressive models with possible exogenous regressors. We derive the approximate bias result of the QMLE in terms of model parameters and also the moments (up to order 4) of the error...
Persistent link: https://www.econbiz.de/10012997998
Persistent link: https://www.econbiz.de/10000842033
This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency tables. Each marginal independence model corresponds to a particular factorization of the cell probabilities and a conjugate analysis based on Dirichlet prior can be performed. We...
Persistent link: https://www.econbiz.de/10010343831
Persistent link: https://www.econbiz.de/10011502408
We propose a fast approximate Metropolis-Hastings algorithm for large data sets embedded in a design based approach. Here, the loglikelihood ratios involved in the Metropolis-Hastings acceptance step are considered as data. The building block is one single subsample from the complete data set,...
Persistent link: https://www.econbiz.de/10011566817
Persistent link: https://www.econbiz.de/10012619808
Persistent link: https://www.econbiz.de/10012622398