A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model
نویسندگان
چکیده
منابع مشابه
A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model
This paper is concerned with the estimation of the autoregressive parameter in a widely considered spatial autocorrelation model. The typical estimator for this parameter considered in the literature is the (quasi) maximum likelihood estimator corresponding to a normal density. However, as discussed in the paper, the (quasi) maximum likelihood estimator may not be computationally feasible in ma...
متن کاملA Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model*
This paper is concerned with the estimation of the autoregressive parameter in a widely considered spatial autocorrelation model. The typical estimator for this parameter considered in the literature is the (quasi) maximum likelihood estimator corresponding to a normal density. However, as discussed in this paper, the (quasi) maximum likelihood estimator may not be computationally feasible in m...
متن کاملinvestigating the feasibility of a proposed model for geometric design of deployable arch structures
deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...
A Consistent Estimator for Uniform Parameter Under Interval Censoring
The censored data are widely used in statistical tests and parameters estimation. In some cases e.g. medical accidents which data are not recorded at the time of occurrence, some methods such as interval censoring are used. In this paper, for a random sample uniformly distributed on the interval (0,θ) the interval censoring have been used. A consistent estimator of θ and some asy...
متن کاملA Generalized Method of Moments estimator for a spatial model with Moving Average errors, with application to real estate prices
This paper proposes a new GMM estimator for spatial regression models with moving average errors. Monte Carlo results are given indicating that the GMM estimates are close to expectation and robust to non-normality, and the Bootstrap method is suggested as a way of testing the significance of the moving average parameter. The estimator is applied in a model of English real estate prices, in whi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Economic Review
سال: 1999
ISSN: 0020-6598,1468-2354
DOI: 10.1111/1468-2354.00027