Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model

DOI10.1016/j.jmva.2007.04.002zbMath1133.91506OpenAlexW2138946176MaRDI QIDQ2482615

Aman Ullah, Kairat T. Mynbaev

Publication date: 23 April 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.04.002

zbMATH Keywords

asymptotic distributionmaximum likelihoodmethod of momentsspatial modelOLS estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Spatial models in sociology (91D25) Spatial models in economics (91B72)

Related Items (6)

Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability ⋮ Asymptotic distribution of the OLS estimator for a mixed spatial model ⋮ CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: L_P -APPROXIMABILITY VERSUS BROWNIAN MOTION ⋮ Unnamed Item ⋮ EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects ⋮ A general method for third-order bias and variance corrections on a nonlinear estimator

Cites Work

• Analysing Data from Hormone-Receptor Assays
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• CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Convergence of Quadratic Forms in Independent Random Variables
• Interpolation zwischen den Klassen 𝔖_p von Operatoren in Hilberträumen
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• \(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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