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Minimum distance estimation of the spatial panel autoregressive model

✍ Scribed by Théophile Azomahou

Book ID
107474691
Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
612 KB
Volume
2
Category
Article
ISSN
1863-2505

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Minimum distance estimation for random coefficient autoregressive models
✍ V. Swaminathan; U.V. Naik-Nimbalkar 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 445 KB

In this paper, we extend the minimum distance method of Beran (1993) to random coefficient autoregressive (RCA) models. After stating the necessary assumptions the asymptotic properties of the minimum distance estimator are derived.