Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

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Publication:5475067


DOI10.1111/j.1468-0262.2004.00558.xzbMath1142.62312MaRDI QIDQ5475067

Lung-fei Lee

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1468-0262.2004.00558.x


62M30: Inference from spatial processes

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G05: Nonparametric estimation

62E10: Characterization and structure theory of statistical distributions


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