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
Abstract 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.
Volume (Year): 3 (2008)
Issue (Month): 3 ()
|Contact details of provider:|| Web page: http://www.tandfonline.com/RSEA20|
|Order Information:||Web: http://www.tandfonline.com/pricing/journal/RSEA20|
When requesting a correction, please mention this item's handle: RePEc:taf:specan:v:3:y:2008:i:3:p:305-319. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty)
If references are entirely missing, you can add them using this form.