Finite-sample bias of the QMLE in spatial autoregressive models
Year of publication: |
2013
|
---|---|
Authors: | Bao, Yong |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 1, p. 68-88
|
Subject: | Regionalökonomik | Regional economics | Autokorrelation | Autocorrelation | Systematischer Fehler | Bias | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
-
Finite Sample Bias of the QMLE in Spatial Autoregressive Models
Bao, Yong, (2016)
-
Properties of the maximum likelihood estimator in spatial autoregressive models
Hillier, Grant H., (2013)
-
Kakamu, Kazuhiko, (2008)
- More ...
-
Indirect inference estimation of spatial autoregressions
Bao, Yong, (2020)
-
Bias of a value-at-risk estimator
Bao, Yong, (2004)
-
Evaluating predictive performance of value-at-risk models in emerging markets : a reality check
Bao, Yong, (2006)
- More ...