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Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case

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  • Heijmans, Risto D. H.
  • Magnus, Jan R.

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  • Heijmans, Risto D. H. & Magnus, Jan R., 1986. "Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case," Journal of Econometrics, Elsevier, vol. 32(2), pages 253-285, July.
  • Handle: RePEc:eee:econom:v:32:y:1986:i:2:p:253-285
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    Cited by:

    1. Julie Le Gallo, 2002. "Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire," Économie et Prévision, Programme National Persée, vol. 155(4), pages 139-157.
    2. Cem Ertur & Thiaw Kalidou, 2005. "Growth and Spatial Dependence - The Mankiw, Romer and Weil model revisited," ERSA conference papers ersa05p660, European Regional Science Association.
    3. Kelejian, Harry H & Prucha, Ingmar R, 1999. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-533, May.
    4. Wang, Jian-Xin, 2001. "Quote revision and information flow among foreign exchange dealers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(2), pages 115-136, June.
    5. Conley, Timothy G. & Molinari, Francesca, 2007. "Spatial correlation robust inference with errors in location or distance," Journal of Econometrics, Elsevier, vol. 140(1), pages 76-96, September.
    6. Abadir, Karim M. & Distaso, Walter, 2007. "Testing joint hypotheses when one of the alternatives is one-sided," Journal of Econometrics, Elsevier, vol. 140(2), pages 695-718, October.
    7. LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
    8. Wilfried Koch, 2004. "Effets de voisinage dans le modèle de Solow avec des externalités spatiales," Working Papers hal-01526536, HAL.
    9. Furrer, Reinhard, 2002. "M-Estimation for dependent random variables," Statistics & Probability Letters, Elsevier, vol. 57(4), pages 337-341, May.
    10. Julie Le Gallo, 2000. "Spatial econometrics (1, Spatial autocorrelation)
      [Econométrie spatiale (1, Autocorrélation spatiale)]
      ," Working Papers hal-01527290, HAL.
    11. KOCH, Wilfried, 2004. "Effets de voisinage dans le modèle de Solow avec des externalités spatiales," LEG - Document de travail - Economie 2004-06, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.

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