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

DOI10.1016/J.JMVA.2007.04.002MaRDI QIDQ2482615zbMATH OpenOpenAlexFDO

Authors 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 momentsOLS estimatorspatial model

Mathematics Subject Classification ID

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

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Cited in

(7)

• A general method for third-order bias and variance corrections on a nonlinear estimator
• Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability
• Asymptotics of improved generalized moment estimators for spatial autoregressive error models
• CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: L_P -APPROXIMABILITY VERSUS BROWNIAN MOTION
• scientific article; zbMATH DE number 7240528 (Why is no real title available?)
• EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
• Asymptotic distribution of the OLS estimator for a mixed spatial model

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