Title
Gauss-Newton Estimation Of Parameters For A Spatial Autoregression Model
Keywords
Martingale central limit theorem; Spatial autoregression; Unit root estimation
Abstract
Estimation of (α,β)′ in the doubly geometric model Zij = αZi-1,j + βZi,j-1 - αβZi-1,j-1 + εij is discussed for the cases (i) α = 1, |β|.
Publication Date
6-15-1996
Publication Title
Statistics and Probability Letters
Volume
28
Issue
2
Number of Pages
173-179
Document Type
Article
Personal Identifier
scopus
DOI Link
https://doi.org/10.1016/0167-7152(95)00114-X
Copyright Status
Unknown
Socpus ID
0030585567 (Scopus)
Source API URL
https://api.elsevier.com/content/abstract/scopus_id/0030585567
STARS Citation
Bhattacharyya, B. B.; Khalil, T. M.; and Richardson, G. D., "Gauss-Newton Estimation Of Parameters For A Spatial Autoregression Model" (1996). Scopus Export 1990s. 2512.
https://stars.library.ucf.edu/scopus1990/2512
COinS