Small-sample Properties of Panel Spatial Autoregressive Models: Comparison of the Bayesian and Maximum Likelihood MethodsAn earlier version of this paper was presented at the 2007 Fall meeting of Japanese Economic Association at Nihon University
AbstractAbstract This article considers autoregressive (SAR) models. We method to estimate the parameters of likelihood (ML) method. Our Bayesian by the Monte Carlo studies. We found the efficient as the ML estimators.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Spatial Economic Analysis.
Volume (Year): 3 (2008)
Issue (Month): 3 ()
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- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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