Bias-Corrected Estimation for Spatial Autocorrelation

Bias-Corrected Estimation for Spatial Autocorrelation

The biasedness issue arising from the maximum likelihood estimation of the spatial autoregressive model (SAR) is further investigated under a broader set-up than that in Bao and Ullah (2007a). A major difficulty in analytically evaluating the expectations of ratios of quadratic forms is overcome by...

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書目詳細資料
主要作者:	YANG, Zhenlin
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2010
主題:	Third-order bias Third-order variance Bootstrap Concentrated estimating equation Monte Carlo Quasi-MLE Spatial layout. Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1251 https://ink.library.smu.edu.sg/context/soe_research/article/2250/viewcontent/ZLYangOct10.pdf
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