Small-sample Properties of Panel Spatial Autoregressive Models: Comparison of the Bayesian and Maximum Likelihood Methods

Аннотация

Abstract This article considers autoregressive (SAR) models. We method to estimate the parameters of likelihood (ML) method. Our Bayesian by the Monte Carlo studies. We found the efficient as the ML estimators.

Темы

Идентификаторы

DOI

10.1080/17421770802353725

Цитирования и источники