| 000 | 01292nam a22002297a 4500 | ||
|---|---|---|---|
| 003 | ZW-GwMSU | ||
| 005 | 20240403080200.0 | ||
| 008 | 240403b |||||||| |||| 00| 0 eng d | ||
| 040 |
_aMSU _bEnglish _cMSU _erda |
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| 050 | 1 | _aHB139.T52 ECO | |
| 100 | 1 |
_aBao, Yong _eauthor |
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| 245 |
_aErratum to Finite-sample bias of the QMLE in spatial autoregressive models _ccreated by Yong Bao |
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| 264 |
_aCambridge: _bCambridge University Press, _c2013 |
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| 336 |
_2rdacontent _atext _btxt |
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| 337 |
_2rdamedia _aunmediated _bn |
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| 338 |
_2rdacarrier _avolume _bnc |
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| 440 |
_aEconometric theory _vVolume 29, number 1 |
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| 520 | 3 | _aWe investigate the finite-sample bias of the quasi-maximum likelihood estimator (QMLE) in spatial autoregressive models with possible exogenous regressors. We derive the approximate bias result of the QMLE in terms of model parameters and also the moments (up to order 4) of the error distribution, and thus a feasible bias-correction procedure is directly applicable. In some special cases, the analytical bias result can be significantly simplified. Our Monte Carlo results demonstrate that the feasible bias-correction procedure works remarkably well. | |
| 650 | _aSpatial autoregressive model | ||
| 856 | _u10.1017/S0266466612000229 | ||
| 942 |
_2lcc _cJA |
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| 999 |
_c164628 _d164628 |
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