Efficient estimation of the semiparametric spatial autoregressive model

Journal of Econometrics

Volumn 157, Issue 1, 2010, Pages 6-17

  Robinson, P M ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Adaptive estimation; Efficient estimation; Simultaneity bias; Spatial autoregression

Indexed keywords

MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION; REGRESSION ANALYSIS; SAMPLING; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

ADAPTIVE ESTIMATION; EFFICIENT ESTIMATION; ESTIMATES OF PARAMETERS; FINITE SAMPLE PERFORMANCE; NON-GAUSSIAN DISTRIBUTION; NON-PARAMETRIC ESTIMATES; SIMULTANEITY BIAS; SPATIAL AUTOREGRESSION;

PARAMETER ESTIMATION;

EID: 77957997758     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.10.031     Document Type: Conference Paper

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