Showing 1 - 4 of 4
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 … estimation. I also show that the MLE of parameters of exogenous variables is inconsistent and determine its asymptotic bias. I …
Persistent link: https://www.econbiz.de/10011755273
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 … estimation. I also show that the MLE of parameters of exogenous variables is inconsistent and determine its asymptotic bias. I …
Persistent link: https://www.econbiz.de/10011186339
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 … estimation. I also show that the MLE of parameters of exogenous variables is inconsistent and determine its asymptotic bias. I …
Persistent link: https://www.econbiz.de/10011115555
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 … estimation. I also show that the MLE of parameters of exogenous variables is inconsistent and determine its asymptotic bias. I …
Persistent link: https://www.econbiz.de/10011290741