Finite sample properties of maximum likelihood estimator in spatial models

By Yong Bao, Aman Ullah. 2007

64 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/d4b2e477776b8d1461f263707ef90cb6d279b3dd

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In Economics and Econometrics

Citations in the corpus

EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects (2015, background): “Deriving finite sample properties for these estimators along the lines of Bao and Ullah (2007) for maximum likelihood estimators in a spatial lag model, or their asymptotic properties a la Mynbaeva and Ullah (2008) for OLS in a spatial lag model is a worthy, and albeit diffi cult task, but is…”
Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances (2010, background): “Contributions to the theoretical econometric literature include, e.g., Baltagi and Li (2004, 2001a,b), Baltagi et al. (2007b, 2003), Bao and Ullah (2007), Conley (1999), Das et al. (2003), Driscoll and Kraay (1998), Kapoor et al. (2007), Kelejian and Prucha (2007a, 2004, 2002, 2001, 1999, 1998),…”
A general method for third-order bias and variance corrections on a nonlinear estimator (2015, methodology): “This is believed to be the reason for the incoherent Monte Carlo results of Bao and Ullah (2007a).”
THE FUTURE OF SPATIAL ECONOMETRICS (2010, unknown): “C© 2010, Wiley Periodicals, Inc. interesting features to the generally careful, rigorous, and sometimes elegant theoretical work in this area; a good example is Bao and Ullah (2007); see Anselin (1988) for a comprehensive but outdated list of work in this area.”
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors (2013, background): “…the authors lacked a useful central 2Recent theoretical contributions include Baltagi and Li (2001a, b, 2004), Baltagi et al. (2003, 2007), Bao and Ullah (2007), Conley (1999), Das et al. (2003), Kelejian and Prucha (1998, 1999, 2001, 2004, 2007, 2010), Kapoor et al. (2007), Lee (2002,…”