Estimation of spatial autoregressive models with randomly missing data in the dependent variable

DOI10.1111/j.1368-423X.2012.00388.xMaRDI QIDQ5093202

Wei Wang, Lung-fei Lee

Publication date: 26 July 2022

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

zbMATH Keywords

imputationmissing datanonlinear least squaresspatial autoregressive modelsGMM estimationdependent variable

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (9)

Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model ⋮ Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable ⋮ Marginal maximum likelihood estimation of SAR models with missing data ⋮ A network social interaction model with heterogeneous links ⋮ Computational aspects of the EM algorithm for spatial econometric models with missing data ⋮ Estimation of fixed effects panel regression models with separable and nonseparable space-time filters ⋮ IPW-based robust estimation of the SAR model with missing data ⋮ Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks ⋮ Estimation of spatial sample selection models: a partial maximum likelihood approach

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