Gauss-Newton estimation of parameters for a spatial autoregression model

B.B. Bhattacharyya, T.M. Khalil and G.D. Richardson

Statistics & Probability Letters, 1996, vol. 28, issue 2, 173-179

Abstract: Estimation of ([alpha], [beta])' in the doubly geometric model Zij = [alpha]Zi - 1, j + [beta]Zi, j - 1 - [alpha][beta]Zi - 1, j - 1 + [var epsilon] cases (i) [alpha] = 1,|[beta]|

Keywords: 62F12; 60F05; 62M30 Martingale central limit theorem Spatial autoregression Unit root estimation (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (3)

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