Generalized maximum entropy estimation of a first order spatial autoregressive model

被引：11
|
作者：
Marsh, TL [1 ]
Mittelhammer, RC [1 ]
机构：
[1] Washington State Univ, Pullman, WA 99164 USA
来源：
SPATIAL AND SPATIOTEMPORAL ECONOMETRICS | 2004年 / 18卷
关键词：
D O I：
10.1016/S0731-9053(04)18006-7
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We formulate generalized maximum entropy estimators for the general linear model and the censored regression model when there is first order spatial autoregression in the dependent variable. Monte Carlo experiments are provided to compare the performance of spatial entropy estimators relative to classical estimators. Finally, the estimators are applied to an illustrative model allocating agricultural disaster payments.
引用
收藏
页码：199 / 234
页数：36
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