Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations
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- Heijmans, Risto D. H. & Magnus, Jan R., 1986. "Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations," Econometric Theory, Cambridge University Press, vol. 2(3), pages 374-412, December.
Citations
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Cited by:
- Julie Le Gallo, 2002.
"Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire,"
Économie et Prévision, Programme National Persée, vol. 155(4), pages 139-157.
- Julie Le Gallo, 2002. "Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire," Economie & Prévision, La Documentation Française, vol. 155(4), pages 139-157.
- Cem Ertur & Thiaw Kalidou, 2005. "Growth and Spatial Dependence - The Mankiw, Romer and Weil model revisited," ERSA conference papers ersa05p660, European Regional Science Association.
- Stephane Bonhomme & Angela Denis, 2024. "Estimating Heterogeneous Effects: Applications to Labor Economics," Papers 2404.01495, arXiv.org.
- Julie Le Gallo, 2000. "Spatial econometrics (1, Spatial autocorrelation) [Econométrie spatiale (1, Autocorrélation spatiale)]," Working Papers hal-01527290, HAL.
- Yoonsuk Lee & B. Wade Brorsen, 2017. "Permanent shocks and forecasting with moving averages," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1213-1225, March.
- LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
- Yoonsuk Lee & B. Wade Brorsen, 2017. "Permanent Breaks and Temporary Shocks in a Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 49(2), pages 255-270, February.
- KOCH, Wilfried, 2004.
"Effets de voisinage dans le modèle de Solow avec des externalités spatiales,"
LEG - Document de travail - Economie
2004-06, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
- Wilfried Koch, 2004. "Effets de voisinage dans le modèle de Solow avec des externalités spatiales," Working Papers hal-01526536, HAL.
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