Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference

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Publication:1644254

DOI10.1016/j.jeconom.2018.01.008zbMath1452.62646OpenAlexW2785022523MaRDI QIDQ1644254

Grant Hillier, Federico Martellosio

Publication date: 21 June 2018

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

Full work available at URL: http://epubs.surrey.ac.uk/845655/1/MLE_SAR_2017_Final.pdf



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