Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias
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Cites work
- A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models
- Adjustment of the profile likelihood for a class of normal regression models
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Estimation Methods for Models of Spatial Interaction
- Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
- Finite sample properties of maximum likelihood estimator in spatial models
- Finite-sample bias of the QMLE in spatial autoregressive models
- Forecasting with spatial panel data
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- scientific article; zbMATH DE number 4180557 (Why is no real title available?)
- Linear and generalized linear mixed models and their applications.
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Maximum likelihood estimation of spatially and serially correlated panels with random effects
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- The asymptotic distribution of REML estimators
Cited in
(7)- Robust estimation and confidence interval in meta-regression models
- Adjusted QMLE for the spatial autoregressive parameter
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
- Finite-sample bias of the QMLE in spatial autoregressive models
- Quantile regression for varying coefficient spatial error models
- The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers
- Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
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