Maximum likelihood estimation of a spatial autoregressive Tobit model
DOI10.1016/J.JECONOM.2015.05.004zbMATH Open1337.62166OpenAlexW1548742682MaRDI QIDQ70138FDOQ70138
Authors: Xingbai Xu, Lung-Fei Lee, Xingbai Xu, Lung-fei Lee 
Publication date: September 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.05.004
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Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Non-Markovian processes: estimation (62M09)
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Cited In (19)
- Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
- Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
- QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
- LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
- Quantile regression for varying coefficient spatial error models
- Estimation of spatial sample selection models: a partial maximum likelihood approach
- Exact likelihood inference in group interaction network models
- Maximum likelihood estimation for Tobit variance components models
- Semiparametric estimation of censored spatial autoregressive models
- Dynamic Network Quantile Regression Model
- Threshold network GARCH model
- CDatanet
- Finite sample properties of maximum likelihood estimator in spatial models
- Determinants of firm-level domestic sales and exports with spillovers: evidence from China
- Consistency without compactness of the parameter space in spatial econometrics
- A likelihood ratio test for spatial model selection
- Spatial econometrics for misaligned data
- Identifying latent group structures in spatial dynamic panels
- Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
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