Performance contest between MLE and GMM for huge spatial autoregressive models
DOI10.1080/10629360600954109zbMATH Open1133.62331OpenAlexW2094329897MaRDI QIDQ5457931FDOQ5457931
Authors: Mario Larch, G. Tappeiner, Janette F. Walde 
Publication date: 10 April 2008
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10629360600954109
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Directional data; spatial statistics (62H11) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12)
Cites Work
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimation Methods for Models of Spatial Interaction
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
- Monte Carlo estimates of the log determinant of large sparse matrices
- Sparse spatial autoregressions
- Advances in spatial econometrics. Methodology, tools and applications.
- Title not available (Why is that?)
- Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
- Chebyshev approximation of log-determinants of spatial weight matrices
Cited In (7)
- An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice
- Robust estimation approach for spatial error model
- Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
- Fitting spatial regressions to large datasets using unilateral approximations
- Large sample properties of the matrix exponential spatial specification with an application to FDI
- Faster maximum likelihood estimation of very large spatial autoregressive models: an extension of the Smirnov–Anselin result
- Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples
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