Narrow search
Showing 1 - 5 of 5
Cover Image
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas; Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 188 (2015) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
Cover Image
QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
Zhang, Yuanqing; Feng, Shuhui; Jin, Fei - In: Economics letters 180 (2019), pp. 1-5
Persistent link: https://www.econbiz.de/10012121730
Cover Image
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas; Jin, Fei; Lee, Lung-Fei - HAL - 2013
This paper studies large sample properties of the matrix exponential spatial specification (MESS). We find that the quasi-maximum likelihood estimator (QMLE) for the MESS is consistent under heteroskedasticity, a property not shared by the QMLE of the SAR model. For the general model that has...
Persistent link: https://www.econbiz.de/10010935045
Cover Image
Large Sample properties of the matrix exponential spatial specification with an application to FDI
DEBARSY, Nicolas; JIN, Fei; LEE, Lung-fei - Laboratoire d'Économie d'Orléans (LEO), Faculté de … - 2014
Persistent link: https://www.econbiz.de/10010938395
Cover Image
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas; Jin, Fei; Lee, Lung-Fei - HAL - 2014
This paper studies large sample properties of the matrix exponential spatial specification (MESS). We find that the quasi-maximum likelihood estimator (QMLE) for the MESS is consistent under heteroskedasticity, a property not shared by the QMLE of the SAR model. For the general model that has...
Persistent link: https://www.econbiz.de/10010930191