Spatial Dependence in Regressors and its Effect on Performance of Likelihood-Based and Instrumental Variable Estimators

DOI10.1108/S0731-9053(2012)0000030014zbMath1452.62954OpenAlexW2485135434MaRDI QIDQ5133608

R. Kelley Pace, Shuang Zhu, James P. Lesage

Publication date: 10 November 2020

Published in: Advances in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2012)0000030014

zbMATH Keywords

maximum likelihoodspatial econometricsspatial autoregressionrestricted maximum likelihood (REML)spatial Durbin modelregressor autocorrelation

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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