Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances

David M. Drukker; Ingmar R. Prucha; Rafal Raciborski

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Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances

机译：具有空间自回归扰动的空间自回归模型的最大似然和广义空间两阶段最小二乘估计

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摘要

We describe the spreg command, which implements a maximum likelihood estimator and a generalized spatial two-stage least-squares estimator for the parameters of a linear cross-sectional spatial-autoregressive model with spatial-autoregressive disturbances.

机译：我们描述了spreg命令，该命令为具有空间自回归干扰的线性横截面空间自回归模型的参数实现了最大似然估计器和广义空间两阶段最小二乘估计器。

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来源
《The stata journal》 |2013年第2期|221-241|共21页
作者
David M. Drukker; Ingmar R. Prucha; Rafal Raciborski;
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作者单位

StataCorp College Station, TX;

Department of Economics University of Maryland College Park, MD;

StataCorp College Station, TX;

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正文语种 eng
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关键词
st0291; spreg; spatial-autoregressive models; Cliff-Ord models; maxi- mum likelihood estimation; generalized spatial two-stage least squares; instrumen- tal-variable estimation; generalized method of moments estimation; prediction; spatial econometrics; spatial statistics;

机译：st0291;残渣空间自回归模型;Cliff-Ord模型;最大似然估计;广义空间两阶段最小二乘;仪器变量估计;广义矩估计方法预测;空间计量经济学;空间统计;

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1. A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables [J] . David M. Drukker, Ingmar R. Prucha, Rafal Raciborski The stata journal . 2013,第2期

机译：用于估计具有空间自回归扰动和附加内生变量的空间自回归模型的命令
2. Generalized maximum likelihood estimators for the nonstationary generalized extreme value model [J] . S. El Adlouni, T. B. M. J. Ouarda, X. Zhang, Water resources research . 2007,第3期

机译：非平稳广义极值模型的广义最大似然估计
3. Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances [J] . Lung-fei Lee Econometric Reviews . 2003,第4期

机译：具有自回归干扰的空间自回归模型的最佳空间二阶最小二乘估计
4. The Asymptotic Properties of Quasi-maximum Likelihood Estimator for Spatial Error Panel Data Model [C] . Chunhong Li, Lixia Wen International Conference on Information Science and Cloud Computing Companion . 2014

机译：用于空间误差面板数据模型的准最大似然估计器的渐近特性
5. A comparison of estimators in hierarchical linear modeling: Restricted maximum likelihood versus bootstrap via minimum norm quadratic unbiased estimators. [D] . Delpish, Ayesha Nneka. 2006

机译：分层线性建模中估计量的比较：通过最小范数二次无偏估计量来限制最大似然与自举。
6. An Example of an Improvable Rao–Blackwell Improvement Inefficient Maximum Likelihood Estimator and Unbiased Generalized Bayes Estimator [O] . Tal Galili, Isaac Meilijson -1

机译：改进的Rao-Blackwell改进无效最大似然估计和无偏广义贝叶斯估计的示例
7. Maximum Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances [O] . David M. Drukker, Ingmar R. Prucha, Rafal Raciborski 2013

机译：空间自回归干扰空间自回归模型的最大似然和广义空间两级最小二乘估计
8. Asymptotic Distribution of Maximum Likelihood Estimators in Linear Models with Autoregressive Disturbances [R] . Hildreth, C. 1966

机译：具有自回归扰动的线性模型极大似然估计的渐近分布

Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances

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