A Note on Small Sample Properties of Estimators in a First-Order Spatial Autoregressive Model
Environment and Planning A Economy and SpacePublished 1 August 1982
Luc Anselin
Citations54
SJR quartileQ1
SJR score2.05
SNIP2.30
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Abstract
This note considers a Bayesian estimator and an ad hoc procedure for the parameters of a first-order spatial autoregressive model. The approaches are derived, and their small sample properties compared by means of a Monte Carlo simulation experiment.
Keywords
Economics, Econometrics and Finance
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