Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive modelsI

Journal of Econometrics

Volumn 157, Issue 1, 2010, Pages 18-33

  Su, Liangjun ^a,b   Jin, Sainan ^a,b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b Peking University   (China)

Author keywords

Partially linear models; Profile likelihood; Quasi maximum likelihood estimation; Spatial autoregression; Spatial dependence

Indexed keywords

APPROXIMATION THEORY; INTELLIGENT SYSTEMS; MAXIMUM LIKELIHOOD; MONTE CARLO METHODS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; SAMPLING;

PARTIALLY LINEAR MODELS; PROFILE LIKELIHOOD; QUASI-MAXIMUM LIKELIHOOD ESTIMATION; SPATIAL AUTOREGRESSION; SPATIAL DEPENDENCE;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 84857193527     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.10.033     Document Type: Conference Paper

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