Work

Functional SAR Model

Year: 2016

Type: preprint

Abstract: In this paper, we study a functional SAR model in which explanatory variables are sampling points of a continuous-time process. We propose a procedure for the maximum likelihood estimation for the spatial parameter dependence and the parameter function. Both convergence in probability and almost sure convergence of this estimator are stated.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1609.03680

Authors: Pineda-Ríos, Wilmer, Giraldo, Ramón

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2520577255

Cites: 8

Cited by:

Related to: 20