Information theory estimators for the first-order spatial autoregressive model

DOI10.3390/E14071165MaRDI QIDQ406093zbMATH OpenOpenAlexFDO

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

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

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

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Cites work

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• scientific article; zbMATH DE number 2161991 (Why is no real title available?)
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• Empirical likelihood for linear models
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• GMM estimation of spatial autoregressive models with unknown heteroskedasticity
• Hedonic housing prices and the demand for clean air
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• Large Sample Properties of Generalized Method of Moments Estimators
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Cited in

(3)

• An information-theoretic approach to study spatial dependencies in small datasets
• GEL estimation and tests of spatial autoregressive models
• scientific article; zbMATH DE number 2222813 (Why is no real title available?)

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