Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Year of publication: |
January 2018
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Authors: | Gupta, Abhimanyu ; Robinson, Peter M. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 202.2018, 1, p. 92-107
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Subject: | Spatial autoregression | Increasingly many parameters | Consistency | Asymptotic normality | Pseudo Gaussian maximum likelihood | Finite sample performance | Regionalökonomik | Regional economics | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
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