کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5095852 1376488 2015 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A spatial autoregressive model with a nonlinear transformation of the dependent variable
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A spatial autoregressive model with a nonlinear transformation of the dependent variable
چکیده انگلیسی
This paper develops a nonlinear spatial autoregressive model. Of particular interest is a structural interaction model for share data. We consider possible instrumental variable (IV) and maximum likelihood estimation (MLE) for this model, and analyze asymptotic properties of the IV and MLE based on the notion of spatial near-epoch dependence. We also design a statistical test to compare the nonlinear transformation against alternatives. Monte Carlo experiments are designed to investigate finite sample performance of the proposed estimates and the sizes and powers of the test.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 186, Issue 1, May 2015, Pages 1-18
نویسندگان
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