Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
type: Item
instance of: scholarly article
title: Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
zbMATH Open document ID: 1452.62646
author: Grant Hillier
author: Federico Martellosio
published in: Journal of Econometrics
publication date: 2018-06-21T00:00:00Z
full work available at URL: MLE SAR 2017 Final.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91D30
zbMATH DE Number: 6892676
zbMATH Keywords: spatial autoregression
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: group interaction
zbMATH Keywords: social networks
zbMATH Keywords: complete bipartite graph
zbMATH Keywords: saddlepoint
zbMATH Keywords: confidence intervals
describes a project that uses: Arc_Mat
MaRDI profile type: Publication
OpenAlex ID: W2785022523
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DOI: 10.1016/J.JECONOM.2018.01.008
description: scientific article; zbMATH DE number 6892676