Finite sample properties of maximum likelihood estimator in spatial models
暂无分享,去创建一个
[1] Yong Bao,et al. The Second-Order Bias and Mean Squared Error of Estimators in Time Series Models , 2007 .
[2] Lung-fei Lee,et al. Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models , 2004 .
[3] A. Ullah,et al. Handbook of Applied Economic Statistics , 2000 .
[4] Harry H. Kelejian,et al. A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model , 1999 .
[5] H. Kelejian,et al. A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances , 1998 .
[6] Aman Ullah,et al. The second-order bias and mean squared error of nonlinear estimators , 1996 .
[7] Murray D. Smith,et al. EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS , 1993 .
[8] Harry H. Kelejian,et al. A suggested method of estimation for spatial interdependent models with autocorrelated errors, and an application to a county expenditure model , 1993 .
[9] Murray D. Smith,et al. On the expectation of a ratio of quadratic forms in normal variables , 1989 .
[10] Y. Chikuse,et al. Methods for Constructing Top Order Invariant Polynomials , 1987, Econometric Theory.
[11] Luc Anselin,et al. A Note on Small Sample Properties of Estimators in a First-Order Spatial Autoregressive Model , 1982 .
[12] P. K. Sen,et al. Multivariate Analysis V. , 1982 .
[13] A. W. Davis. On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials , 1981 .
[14] A. W. Davis. Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory , 1979 .
[15] Jan R. Magnus,et al. The expectation of products of quadratic forms in normal variables: The practice Statistica Neerlandica , 1979 .
[16] J. Magnus. The moments of products of quadratic forms in normal variables , 1978 .
[17] K. Ord. Estimation Methods for Models of Spatial Interaction , 1975 .
[18] A. L. Nagar. The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations , 1959 .
[19] Harry H. Kelejian,et al. Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances , 2003 .
[20] Luc Anselin,et al. Small Sample Properties of Tests for Spatial Dependence in Regression Models: Some Further Results , 1995 .
[21] Luc Anselin,et al. Estimation methods for spatial autoregressive structures. , 1980 .
[22] A. W. Davis. Invariant polynomials with two matrix arguments extending the zonal poly-nomials , 1980 .