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Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach

Elsevier BV, Vol. 45, Mart 2014, ISSN: 0166-0462

DOĞAN OSMAN, TAŞPINAR SÜLEYMAN

Osman Doğan Article Spatial autoregressive models Unknown heteroskedasticity Robustness GMM Asymptotics MLE Markov Chain Monte Carlo (MCMC)

Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term

MDPI AG, Vol. 3, No. 1, Şubat 2015, ISSN: 2225-1146

DOĞAN OSMAN

Osman Doğan Article spatial dependence spatial moving average spatial autoregressive maximum likelihood estimator MLE asymptotics heteroskedasticity SARMA(11)

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