Partial maximum likelihood estimation of spatial probit models

DOI10.1016/j.jeconom.2012.08.005zbMath1443.62513OpenAlexW2126177415MaRDI QIDQ528121

Honglin Wang, Emma M. Iglesias, Jeffrey M. Wooldridge

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001893

zbMATH Keywords

spatial statisticsprobit modelmaximum likelihood

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12)

Related Items (12)

Consistent inference in fixed-effects stochastic frontier models ⋮ Determinants of firm-level domestic sales and exports with spillovers: evidence from China ⋮ Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples ⋮ NONPARAMETRIC PREDICTION WITH SPATIAL DATA ⋮ Spatial autoregressions with an extended parameter space and similarity-based weights ⋮ Social order statistics models for ranking data with analysis of preferences in social networks ⋮ Autoregressive spatial spectral estimates ⋮ Sieve maximum likelihood estimation of the spatial autoregressive Tobit model ⋮ Inference for spatial autoregressive models with infinite variance noises ⋮ Social interactions under incomplete information with heterogeneous expectations ⋮ Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances ⋮ Estimation of spatial sample selection models: a partial maximum likelihood approach

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