Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality

Regional Science and Urban Economics

Volumn 52, Issue , 2015, Pages 50-70

  Liu, Shew Fan ^a   Yang, Zhenlin ^a  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

Modified QML estimator; Nonnormality; Robust standard error; SARAR models; Spatial dependence; Unknown heteroskedasticity

Indexed keywords

ERROR ANALYSIS; ESTIMATION METHOD; MAXIMUM LIKELIHOOD ANALYSIS; MODELING; MONTE CARLO ANALYSIS; SPATIAL ANALYSIS;

EID: 84924350629     PISSN: 01660462     EISSN: 18792308     Source Type: Journal    
DOI: 10.1016/j.regsciurbeco.2015.02.003     Document Type: Article

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