Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models

Liangjun Su; Sainan Jin

doi:10.1016/j.jeconom.2009.10.033

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Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models

Liangjun Su Sainan Jin

Year: 2009 Journal: Journal of Econometrics Vol: 157 (1)Pages: 18-33 Publisher: Elsevier BV

DOI: 10.1016/j.jeconom.2009.10.033

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Keywords:

Estimator Mathematics Autoregressive model Applied mathematics Monte Carlo method STAR model Rate of convergence Statistics Estimation theory Computer science Autoregressive integrated moving average Time series

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Spatial and Panel Data Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Regional Economics and Spatial Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Housing Market and Economics

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models

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