Small Sample Properties of Maximum Likelihood versus Generalised Method of Moments Based Tests for Spatially Autocorrelated Errors
METADATA ONLY
Loading...
Author / Producer
Date
2009-11
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
Editor
Book title
Journal / series
Volume
39 (6)
Pages / Article No.
670 - 678
Publisher
Elsevier
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Spatial autocorrelation; Hypothesis tests; Monte Carlo studies; Maximum likelihood estimation; Generalized method of moments
Organisational unit
02525 - KOF Konjunkturforschungsstelle / KOF Swiss Economic Institute
Notes
Received 6 January 2005, Revised 18 August 2008, Accepted 16 September 2008, Published online 11 July 2009.