Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality
Shew Fan Liu, Zhenlin Yang (School of Economics, Singapore Management University, Singapore)
| Year of publication: |
May 2015
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|---|---|
| Authors: | Liu, Shew Fan ; Yang, Zhenlin |
| Published in: |
Regional science & urban economics. - Amsterdam [u.a.] : Elsevier, ISSN 0166-0462, ZDB-ID 191791-2. - Vol. 52.2015, p. 50-70
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| Subject: | Spatial dependence | Unknown heteroskedasticity | Nonnormality | Modified QML estimator | Robust standard error | SARAR models | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Räumliche Interaktion | Spatial interaction | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.regsciurbeco.2015.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011478986