Bias-Corrected Estimation for Spatial Autocorrelation
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References listed on IDEAS
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- Yang, Zhenlin, 2015. "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 178-200.
More about this item
KeywordsThird-order bias; Third-order variance; Bootstrap; Concentrated estimating equation; Monte Carlo; Quasi-MLE; Spatial layout.;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-27 (All new papers)
- NEP-ECM-2010-11-27 (Econometrics)
- NEP-ETS-2010-11-27 (Econometric Time Series)
- NEP-MIC-2010-11-27 (Microeconomics)
- NEP-SEA-2010-11-27 (South East Asia)
- NEP-URE-2010-11-27 (Urban & Real Estate Economics)
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