A two-step estimator for a spatial lag model of counts: Theory, small sample performance and an application
نویسندگان
چکیده
a Dept. of Agricultural and Resource Economics, University of Tennessee, 321 Morgan Hall, Knoxville, TN 37996-4518, USA b USDA, Economic Research Service, 1800 M St. NW, Washington, D.C., 20036-5831, USA c Dept. of Agricultural Economics, Purdue University, 403 W. State Street, West Lafayette, IN 47907-2056, USA d Dept. of Spatial Economics, VU University Amsterdam, De Boelelaan 1105, 1081 HV Amsterdam, The Netherlands
منابع مشابه
A TWO-STEP ESTIMATOR FOR A SPATIAL LAG MODEL OF COU TS: THEORY, SMALL SAMPLE PERFORMA CE A D A APPLICATIO by
Several spatial econometric approaches are available to model spatially correlated disturbances in count models, but there are at present no structurally consistent count models incorporating spatial lag autocorrelation. A two-step, limited information maximum likelihood estimator is proposed to fill this gap. The estimator is developed assuming a Poisson distribution, but can be extended to ot...
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