The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation
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Publication:621728
DOI10.1016/j.econlet.2010.09.015zbMath1207.91051OpenAlexW2155840914MaRDI QIDQ621728
Christoph Hanck, Walter Kramer
Publication date: 28 January 2011
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2010.09.015
Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Statistical methods; economic indices and measures (91B82)
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- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- ON STATIONARY PROCESSES IN THE PLANE
- Rao's score test in spatial econometrics
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