Generalized Maximum Entropy Estimator for the Linear Regression Model with a Spatial Autoregressive Disturbance
Author(s) -
Sooyoung Cheon,
Seong-Seop Lim
Publication year - 2009
Publication title -
communications for statistical applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/ckss.2009.16.2.265
Subject(s) - autoregressive model , estimator , mathematics , statistics , monte carlo method , linear regression , star model , econometrics , time series , autoregressive integrated moving average
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