A spatial autoregressive model with a nonlinear transformation of the dependent variable

This paper develops a nonlinear spatial autoregressive model. Of particular interest is a structural interaction model for share data. We consider possible instrumental variable (IV) and maximum likelihood estimation (MLE) for this model, and analyze asymptotic properties of the IV and MLE based on...

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Veröffentlicht in:	Journal of econometrics 2015-05, Vol.186 (1), p.1-18
Hauptverfasser:	Xu, Xingbai, Lee, Lung-fei
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic distribution of estimators Asymptotic methods Comparative studies Economic models Economic theory Estimating techniques Estimation Instrumental variables Interactionism Maximum likelihood Maximum likelihood method Monte Carlo simulation Near-epoch dependence Non-linear models Nonlinear spatial autoregressive model Probability Regression analysis
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