GEL estimation and tests of spatial autoregressive models
Year of publication: |
2019
|
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Authors: | Jin, Fei ; Lee, Lung-fei |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 208.2019, 2, p. 585-612
|
Subject: | Spatial autoregressive model | Empirical likelihood | Higher order asymptotic bias | Unknown heteroskedasticity | Non-normality | EL ratio test | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity | Räumliche Interaktion | Spatial interaction | Systematischer Fehler | Bias |
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