4.3 Article

Computational aspects of the EM algorithm for spatial econometric models with missing data

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Statistics & Probability

LINEAR REGRESSION WITH NESTED ERRORS USING PROBABILITY-LINKED DATA

Klairung Samart et al.

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS (2014)

Article Geosciences, Multidisciplinary

Approximate Bayesian inference for spatial econometrics models

Roger S. Bivand et al.

SPATIAL STATISTICS (2014)

Article Economics

Semiparametric GMM estimation of spatial autoregressive models

Liangjun Su

JOURNAL OF ECONOMETRICS (2012)

Article Statistics & Probability

One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic

Hongfei Li et al.

JOURNAL OF MULTIVARIATE ANALYSIS (2012)

Article Statistics & Probability

Adding Spatially-Correlated Errors Can Mess Up the Fixed Effect You Love

James S. Hodges et al.

AMERICAN STATISTICIAN (2010)

Article Statistics & Probability

Missing Observations in Spatial Models: A Spectral EM Algorithm

Javier Fernandez-Macho

JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS (2010)

Article Economics

Estimation of spatial autoregressive panel data models with fixed effects

Lung-fei Lee et al.

JOURNAL OF ECONOMETRICS (2010)

Article Computer Science, Software Engineering

Algorithm 887: CHOLMOD, Supernodal Sparse Cholesky Factorization and Update/Downdate

Yanqing Chen et al.

ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE (2008)

Article Business, Finance

Models for spatially dependent missing data

JP Lesage et al.

JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS (2004)