Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
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
confidence intervalsmaximum likelihood estimationcomplete bipartite graphsocial networksspatial autoregressionsaddlepointgroup interaction
Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Social networks; opinion dynamics (91D30) Nonparametric tolerance and confidence regions (62G15)
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