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Quick but not so dirty ML estimation of spatial autoregressive models

Griffith, Daniel A. - In: Tool kits in regional science : theory, models, and …, (pp. 215-241). 2009

Persistent link: https://www.econbiz.de/10003870539

Near unit root in the spatial autoregressive model

Lee, Lung-fei; Yu, Jihai - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 314-351

Persistent link: https://www.econbiz.de/10010202709

Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models

Lee, Lung-fei - In: Econometric theory 18 (2002) 2, pp. 252-277

Persistent link: https://www.econbiz.de/10001661293

Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model

Han, Xiaoyi; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 2, pp. 250-271

Persistent link: https://www.econbiz.de/10009736919

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