Add to ORKGWe investigate the asymptotic bias of the ordinary least squares estimator for spatial autoregressive models. We show that this esti-mator is biased as well as inconsistent for the parameters regardless of the distribution of the disturbance. Illustrative examples are provided. Key words: Spatial processes; consistency of OLS estimato
The biasedness issue arising from the maximum likelihood estimation of the spatial autoregressive mo...
Measurement error in an independent variable is one reason why OLS estimates may not be consistent. ...
ABSTRACT: Conditions for the consistency of the estimator S 2 of the variance of the disturbance 1 u...
Least squares estimation has casually been dismissed as an inconsistent estimation method for mixed ...
Least squares estimation has casually been dismissed as an inconsistent estimation method for mixed ...
We derive the asymptotics of the OLS estimator for a purely autoregressive spatial model. Only low-l...
AbstractWe derive the asymptotics of the OLS estimator for a purely autoregressive spatial model. On...
In this study, I investigate the necessary condition for the consistency of the maximum likelihood e...
AbstractWe derive the asymptotics of the OLS estimator for a purely autoregressive spatial model. On...
We derive the asymptotics of the OLS estimator for a purely autoregressive spatial model. Only low-l...
In this study, I investigate the necessary condition for consistency of the maximum likelihood estim...
In this study, I investigate the necessary condition for consistency of the maximum likelihood estim...
AbstractA nearly unstable sequence of stationary spatial autoregressive processes is investigated, w...
In spatial econometrics the problem of stationarity has not received much attention. Typically, the ...
We examine a higher-order spatial autoregressive model with stochastic, but exogenous, spatial weigh...
The biasedness issue arising from the maximum likelihood estimation of the spatial autoregressive mo...
Measurement error in an independent variable is one reason why OLS estimates may not be consistent. ...
ABSTRACT: Conditions for the consistency of the estimator S 2 of the variance of the disturbance 1 u...
Least squares estimation has casually been dismissed as an inconsistent estimation method for mixed ...
Least squares estimation has casually been dismissed as an inconsistent estimation method for mixed ...
We derive the asymptotics of the OLS estimator for a purely autoregressive spatial model. Only low-l...
AbstractWe derive the asymptotics of the OLS estimator for a purely autoregressive spatial model. On...
In this study, I investigate the necessary condition for the consistency of the maximum likelihood e...
AbstractWe derive the asymptotics of the OLS estimator for a purely autoregressive spatial model. On...
We derive the asymptotics of the OLS estimator for a purely autoregressive spatial model. Only low-l...
In this study, I investigate the necessary condition for consistency of the maximum likelihood estim...
In this study, I investigate the necessary condition for consistency of the maximum likelihood estim...
AbstractA nearly unstable sequence of stationary spatial autoregressive processes is investigated, w...
In spatial econometrics the problem of stationarity has not received much attention. Typically, the ...
We examine a higher-order spatial autoregressive model with stochastic, but exogenous, spatial weigh...
The biasedness issue arising from the maximum likelihood estimation of the spatial autoregressive mo...
Measurement error in an independent variable is one reason why OLS estimates may not be consistent. ...
ABSTRACT: Conditions for the consistency of the estimator S 2 of the variance of the disturbance 1 u...