Computational aspects of the EM algorithm for spatial econometric models with missing data
From MaRDI portal
Publication:5106886
DOI10.1080/00949655.2017.1286495OpenAlexW2588198190MaRDI QIDQ5106886
Thomas Suesse, Andrew Zammit-Mangion
Publication date: 22 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2017.1286495
Related Items
Thin plate spline model under skew-normal random errors: estimation and diagnostic analysis for spatial data ⋮ Marginal maximum likelihood estimation of SAR models with missing data ⋮ IPW-based robust estimation of the SAR model with missing data ⋮ Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks
Uses Software
Cites Work
- Estimation of spatial autoregressive panel data models with fixed effects
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Semiparametric GMM estimation of spatial autoregressive models
- One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic
- Hedonic housing prices and the demand for clean air
- Linear Regression With Nested Errors Using Probability-Linked Data
- Adding Spatially-Correlated Errors Can Mess Up the Fixed Effect You Love
- The EM Algorithm and Extensions, 2E
- Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
- Estimation Methods for Models of Spatial Interaction
- Efficiency of pseudolikelihood estimation for simple Gaussian fields
- Fast cars
- Estimation of spatial autoregressive models with randomly missing data in the dependent variable
- Functional analysis
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item