A Note on Small Sample Properties of Estimators in a First-Order Spatial Autoregressive Model-Reference-Cited by-同舟云学术

A Note on Small Sample Properties of Estimators in a First-Order Spatial Autoregressive Model

Published:1982-08 Issue:8 Volume:14 Page:1023-1030
ISSN:0308-518X
Container-title:Environment and Planning A: Economy and Space
language:en
Short-container-title:Environ Plan A

Author:

Anselin L¹

Affiliation:

1. Department of City and Regional Planning, The Ohio State University, Columbus, OH 43210, USA

Abstract

This note considers a Bayesian estimator and an ad hoc procedure for the parameters of a first-order spatial autoregressive model. The approaches are derived, and their small sample properties compared by means of a Monte Carlo simulation experiment.

Publisher

SAGE Publications

Subject

Environmental Science (miscellaneous),Geography, Planning and Development

Link

http://journals.sagepub.com/doi/pdf/10.1068/a141023

Reference39 articles.

1. On the power of the generalized Moran contiguity coefficient in testing for spatial autocorrelation among regression disturbances

2. Dynamic Systems Modelling of the North-West Region: 1. Spatio-Temporal Representation and Identification

3. The Representation and Identification of Spatio-Temporal Systems: An Example of Population Diffusion in North-West England

Cited by 44 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Contagion effects of UK small business failures: A spatial hierarchical autoregressive model for binary data;European Journal of Operational Research;2023-03

2. Measuring 25 years of global equity market co-movement using a time-varying spatial model;Journal of International Money and Finance;2022-11

3. COVID-19 lockdowns and air quality: Evidence from grey spatiotemporal forecasts;Socio-Economic Planning Sciences;2022-10

4. Spatial Econometric Models: A Bayesian Approach;Revista Colombiana de Estadística;2022-07-14

5. Estimating Spatial Econometrics Models with Integrated Nested Laplace Approximation;Mathematics;2021-08-25