Performance contest between MLE and GMM for huge spatial autoregressive models
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Publication:5457931
DOI10.1080/10629360600954109zbMath1133.62331OpenAlexW2094329897MaRDI QIDQ5457931
G. Tappeiner, Mario Larch, Janette F. Walde
Publication date: 10 April 2008
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10629360600954109
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Related Items (3)
Robust estimation approach for spatial error model ⋮ Fitting spatial regressions to large datasets using unilateral approximations ⋮ An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice
Uses Software
Cites Work
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Chebyshev approximation of log-determinants of spatial weight matrices
- Monte Carlo estimates of the log determinant of large sparse matrices
- Sparse spatial autoregressions
- Advances in spatial econometrics. Methodology, tools and applications.
- Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
- Estimation Methods for Models of Spatial Interaction
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
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