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Estimating spatial autocorrelation with sampled network data

Zhou, Jing; Tu, Yundong; Chen, Yuxin; Wang, Hansheng - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 130-138

Persistent link: https://www.econbiz.de/10011704139

Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples

Mozharovskyi, Pavlo; Vogler, Jan - In: Economics letters 148 (2016), pp. 87-90

Persistent link: https://www.econbiz.de/10011619891

Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model

Tran, Kien C.; Tsionas, Efthymios G. - 2023

Persistent link: https://www.econbiz.de/10014382631

Likelihood inference in an autoregression with fixed effects

Dhaene, Geert; Jochmans, Koen - In: Econometric theory 32 (2016) 5, pp. 1178-1215

Persistent link: https://www.econbiz.de/10011661738

Properties of the maximum likelihood estimator in spatial autoregressive models

Hillier, Grant H.; Martellosio, Federico - 2013

The (quasi-) maximum likelihood estimator (MLE) for the autoregressive parameter in a spatial autoregressive model cannot in general be written explicitly in terms of the data. The only known properties of the estimator have hitherto been its first-order asymptotic properties (Lee, 2004,...

Persistent link: https://www.econbiz.de/10010126876