Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances

DOI10.1080/07474938.2019.1682314zbMath1490.62420OpenAlexW2984893719WikidataQ126813061 ScholiaQ126813061MaRDI QIDQ5860989

Samantha Leorato, Anna Gloria Billé

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2434/689495

zbMATH Keywords

nonlinear modelingmarginal effectspartial maximum likelihoodSARARspatial autoregressive-regressive probit model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• Arc_Mat
• ProbitSpatial

Cites Work

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