Gauss-Newton estimation of parameters for a spatial autoregression model
Estimation of ([alpha], [beta])' in the doubly geometric model Zij = [alpha]Zi - 1, j + [beta]Zi, j - 1 - [alpha][beta]Zi - 1, j - 1 + [var epsilon] cases (i) [alpha] = 1,|[beta]| < 1 and (ii) [alpha] = [beta] = 1. In each case, the "one step Gauss-Newton estimator" is shown, when properly normalized, to be asymptotically normal
Year of publication: |
1996
|
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Authors: | Bhattacharyya, B.B. ; Khalil, T.M. ; Richardson, G.D. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 28.1996, 2, p. 173-179
|
Publisher: |
Elsevier |
Subject: | 62M30 Martingale central limit theorem Spatial autoregression Unit root estimation |
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