Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias

DOI10.1016/j.csda.2015.02.003zbMath1468.62224OpenAlexW1964657308MaRDI QIDQ1663316

Chang Ding, Dalei Yu, Peng Bai

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.02.003

zbMATH Keywords

small sample biasadjusted quasi-maximum likelihood estimatordegrees of freedom lossmixed regressivespatial autoregressive

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

Quantile regression for varying coefficient spatial error models ⋮ Asymptotic normality of residual density estimator in stationary and explosive autoregressive models ⋮ The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers ⋮ Adjusted QMLE for the spatial autoregressive parameter ⋮ Robust estimation and confidence interval in meta-regression models

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