Approximate least squares estimation for spatial autoregressive models with covariates

DOI10.1016/j.csda.2019.106833OpenAlexW2973592677WikidataQ127231549 ScholiaQ127231549MaRDI QIDQ2008130

Fanying Zhou, Hansheng Wang, Wei Lan, Yingying Ma

Publication date: 22 November 2019

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

Full work available at URL: https://doi.org/10.1016/j.csda.2019.106833

zbMATH Keywords

quasi-maximum likelihood estimatorspatial autoregressive modelapproximate least squares estimatorsocial network data

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Asymptotic normality of residual density estimator in stationary and explosive autoregressive models ⋮ Subnetwork estimation for spatial autoregressive models in large-scale networks ⋮ Grouped spatial autoregressive model

Uses Software

• Arc_Mat

Cites Work

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