Information theory estimators for the first-order spatial autoregressive model

DOI10.3390/E14071165zbMath1306.62206OpenAlexW2239371097MaRDI QIDQ406093

Ron C. Mittelhammer, Thomas L. Marsh, Evgeniy V. Perevodchikov

Publication date: 8 September 2014

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e14071165

zbMATH Keywords

finite sample propertiesfirst-order spatial autocorrelationinformation theoretic estimatorsmaximum empirical exponential likelihoodmaximum empirical likelihoodmaximum log-Euclidean likelihood

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

GEL estimation and tests of spatial autoregressive models

Uses Software

• Arc_Mat

Cites Work

• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
• GMM estimation of spatial autoregressive models with unknown heteroskedasticity
• Empirical likelihood ratio confidence regions
• Empirical likelihood for linear models
• Hedonic housing prices and the demand for clean air
• On the Harrison and Rubinfeld data
• Monte Carlo estimates of the log determinant of large sparse matrices
• Empirical likelihood and general estimating equations
• Empirical likelihood ratio confidence intervals for a single functional
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• Information Theoretic Approaches to Inference in Moment Condition Models
• CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• ON STATIONARY PROCESSES IN THE PLANE

This page was built for publication: Information theory estimators for the first-order spatial autoregressive model