Bayesian Variable Selection in Spatial Autoregressive Models
نویسندگان
چکیده
منابع مشابه
A Selection Criterion for Spatial Autoregressive Models
Riassunto La scelta tra modelli autoregressivi spaziali richiede non solo l’individuazione delle coordinate non nulle di un modello “saturo”, ma anche la specificazione della struttura di vicinato tra le osservazioni. Si considera un criterio di scelta di tipo BIC, basato su una funzione di pseudo-verosimiglianza penalizzata. Il criterio è (debolmente) consistente sotto ipotesi assai generali. ...
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ژورنال
عنوان ژورنال: Spatial Economic Analysis
سال: 2016
ISSN: 1742-1772,1742-1780
DOI: 10.1080/17421772.2016.1227468