Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias
DOI10.1016/J.CSDA.2015.02.003zbMATH Open1468.62224OpenAlexW1964657308MaRDI QIDQ1663316FDOQ1663316
Chang Ding, Dalei Yu, Peng Bai
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.02.003
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small sample biasadjusted quasi-maximum likelihood estimatordegrees of freedom lossmixed regressivespatial autoregressive
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)
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- Adjustment of the profile likelihood for a class of normal regression models
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- Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
- A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models
Cited In (5)
- Adjusted QMLE for the spatial autoregressive parameter
- Robust estimation and confidence interval in meta-regression models
- The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers
- Quantile regression for varying coefficient spatial error models
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
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