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

DOI10.1016/j.jeconom.2009.10.033zbMath1431.62420OpenAlexW2009854401MaRDI QIDQ530966

Sainan Jin, Liangjun Su

Publication date: 1 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1278

zbMATH Keywords

profile likelihoodspatial dependencepartially linear modelsspatial autoregressionquasi-maximum likelihood estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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