A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models
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References listed on IDEAS
- Kelejian, Harry H & Prucha, Ingmar R, 1999.
"A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model,"
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- Smirnov, Oleg & Anselin, Luc, 2001. "Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach," Computational Statistics & Data Analysis, Elsevier, vol. 35(3), pages 301-319, January.
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- Victor De Oliveira & Marco Ferreira, 2011. "Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(2), pages 167-183, September.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yu, Dalei & Bai, Peng & Ding, Chang, 2015. "Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias," Computational Statistics & Data Analysis, Elsevier, vol. 87(C), pages 116-135.
- Badi H. Baltagi & Long Liu, 2015. "Testing for Spacial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions," Center for Policy Research Working Papers 183, Center for Policy Research, Maxwell School, Syracuse University.
More about this item
KeywordsExistence; Mixed regressive; spatial autoregression model; Quasi-likelihood function; Quasi-maximum likelihood estimator; Uniqueness;
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