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Marginal maximum likelihood estimation of conditional autoregressive models with missing data

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Publication:6541501
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DOI10.1002/STA4.226MaRDI QIDQ6541501FDOQ6541501

Thomas Suesse, Andrew Zammit-Mangion

Publication date: 19 May 2024

Published in: Stat (Search for Journal in Brave)






zbMATH Keywords

EM algorithmincomplete dataspatial statisticsCaR model


Mathematics Subject Classification ID

Statistics (62-XX)


Cites Work

  • Introduction to spatial econometrics.
  • Gaussian Markov Random Fields
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  • Estimation Methods for Models of Spatial Interaction
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  • ON STATIONARY PROCESSES IN THE PLANE
  • Hedonic housing prices and the demand for clean air
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  • Estimation of spatial autoregressive models with randomly missing data in the dependent variable
  • Exact maximum likelihood for incomplete data from a correlated gaussian process
  • Marginal maximum likelihood estimation of SAR models with missing data
  • Fast cars
  • Computational aspects of the EM algorithm for spatial econometric models with missing data






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