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Volumn 7, Issue 1, 2012, Pages 75-107

Improving the J Test in the SARAR Model by Likelihood-based Estimation;Optimisation du test 'J' dans le modèle SARAR, à l'aide d'une estimation à base de vraisemblance

Author keywords

bootstrap; J test; maximum likelihood; SARAR model

Indexed keywords


EID: 84858234891     PISSN: 17421772     EISSN: 17421780     Source Type: Journal    
DOI: 10.1080/17421772.2011.647055     Document Type: Article
Times cited : (20)

References (12)
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  • 5
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    • A Spatial J-test for model specification against a single or a set of non-nested alternatives
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    • Kelejian, H.H.1
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  • 7
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    • Kelejian, H. H. and Prucha, I. R. 1998. A generalised spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances. Journal of Real Estate Finance and Economics, 17: 99-121.
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  • 8
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    • A generalised moments estimator for the autoregressive parameter in a spatial model
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  • 9
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    • Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
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  • 10
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    • Asymptotic distributions of quasi-maximum likelihood estimators for spatial autoregressive models
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    • Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
    • Lee, L.-F. and Liu, X. 2010. Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances. Econometric Theory, 26: 187-230.
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    • Lee, L.-F.1    Liu, X.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.