Adjusted QMLE for the spatial autoregressive parameter
نویسندگان
چکیده
منابع مشابه
Parameter Estimates for Fractional Autoregressive Spatial Processes
A binomial-type operator on a stationary Gaussian process is introduced in order to model long memory in the spatial context. Consistent estimators of model parameters are demonstrated. In particular , it is shown thatˆdN − d = OP ((Log N) 3 N), where d = (d1, d2) denotes the long memory parameter.
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2020
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2020.03.013