Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models
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More about this item
Keywords
spatial autoregressive-regressive probit model; nonlinear modeling; SARAR; partial maximum likelihood; quasi maximum likelihood; marginal effects;JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-01-01 (Econometrics)
- NEP-ETS-2018-01-01 (Econometric Time Series)
- NEP-ORE-2018-01-01 (Operations Research)
- NEP-URE-2018-01-01 (Urban & Real Estate Economics)
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