Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
Year of publication: |
January 2017
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Authors: | Yang, Kai ; Lee, Lung-fei |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 196.2017, 1, p. 196-214
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Subject: | Spatial simultaneous equations | Multivariate spatial autoregression | Identification | Quasi-maximum likelihood estimation | Full information maximum likelihood estimation | Regionalökonomik | Regional economics | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Räumliche Interaktion | Spatial interaction | Mehrgleichungsmodell | Multiple equation model | Autokorrelation | Autocorrelation |
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