کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146311 957503 2010 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymptotic distribution of the OLS estimator for a mixed spatial model
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Asymptotic distribution of the OLS estimator for a mixed spatial model
چکیده انگلیسی

We find the asymptotic distribution of the OLS estimator of the parameters ββ and ρρ in the mixed spatial model with exogenous regressors Yn=Xnβ+ρWnYn+VnYn=Xnβ+ρWnYn+Vn. The exogenous regressors may be bounded or growing, like polynomial trends. The assumption about the spatial matrix WnWn is appropriate for the situation when each economic agent is influenced by many others. The error term is a short-memory linear process. The key finding is that in general the asymptotic distribution contains both linear and quadratic forms in standard normal variables and is not normal.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 101, Issue 3, March 2010, Pages 733–748
نویسندگان
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