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Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models - MaRDI portal

Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models (Q341908)

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scientific article; zbMATH DE number 6653845
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English
Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
scientific article; zbMATH DE number 6653845

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    Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models (English)
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    17 November 2016
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    spatial simultaneous equations
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    multivariate spatial autoregression
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    identification
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    quasi-maximum likelihood estimation
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    full information maximum likelihood estimation
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