Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model

Author: Liu Shew Fan   Yang Zhenlin  

Publisher: MDPI

E-ISSN: 2225-1146|3|2|376-411

ISSN: 2225-1146

Source: Econometrics, Vol.3, Iss.2, 2015-05, pp. : 376-411

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Abstract