Sensitivity Analysis of SAR Estimators
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- Xiaowen Dai & Libin Jin & Lei Shi & Cuiping Yang & Shuangzhe Liu, 2016. "Local influence analysis in general spatial models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(3), pages 313-331, July.
- Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014.
"Spatial system estimators for panel models: A sensitivity and simulation study,"
Mathematics and Computers in Simulation (MATCOM),
Elsevier, vol. 101(C), pages 78-102.
- Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2012. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series 75_12, Rimini Centre for Economic Analysis.
- Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2012. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Economics Series 294, Institute for Advanced Studies.
- Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2013. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series 05_13, Rimini Centre for Economic Analysis.
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KeywordsSpatial autoregressive models; least squares estimators; sensitivity analysis; Taylor Approximations; Kantorovich inequality;
- 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
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- R12 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Size and Spatial Distributions of Regional Economic Activity; Interregional Trade (economic geography)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-30 (All new papers)
- NEP-ECM-2011-01-30 (Econometrics)
- NEP-GEO-2011-01-30 (Economic Geography)
- NEP-URE-2011-01-30 (Urban & Real Estate Economics)
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