GEL estimation and tests of spatial autoregressive models
DOI10.1016/j.jeconom.2018.07.007zbMath1452.62923OpenAlexW2900723783MaRDI QIDQ1739882
Publication date: 29 April 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.07.007
empirical likelihoodnon-normalityspatial autoregressive modelunknown heteroskedasticityEL ratio testhigher order asymptotic bias
Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)
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