Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach

Regional Science and Urban Economics

Volumn 45, Issue 1, 2014, Pages 1-21

  Doǧan, Osman ^a   Taşpinar, Süleyman ^a  

^a CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Asymptotics; GMM; Markov Chain Monte Carlo (MCMC); MLE; Robustness; Spatial autoregressive models; Unknown heteroskedasticity

Indexed keywords

BAYESIAN ANALYSIS; COMPUTER SIMULATION; ECONOMIC ANALYSIS; MARKOV CHAIN; MAXIMUM LIKELIHOOD ANALYSIS; MONTE CARLO ANALYSIS; NUMERICAL MODEL; REGRESSION ANALYSIS; SPATIAL ANALYSIS;

EID: 84893630645     PISSN: 01660462     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.regsciurbeco.2013.12.003     Document Type: Article

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