QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lung-Fei Lee, Chao Yang, and Jihai Yu
| Year of publication: |
2023
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|---|---|
| Authors: | Lee, Lung-fei ; Yang, Chao ; Yu, Jihai |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 2, p. 550-562
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| Subject: | Dominant units | Generalized method of moments | Popular units | Quasi-maximum likelihood estimation | Spatial autoregression | Momentenmethode | Method of moments | Autokorrelation | Autocorrelation | Räumliche Interaktion | Spatial interaction | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2041424 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448355