Open Access Open Access  Restricted Access Subscription Access

Optimum property of estimating function for spatial autoregressive models

P. E. Simlai

Abstract


The goal of this paper is to propose a simple efficient estimation method for spatial autoregressive process using Godambe’s (1960) Estimating Function approach. It turns out that this method is of particular interest as a complementary to moment based approaches. For theoretical results we utilized the spatial random field structure to treat the stationary specification of the model. Consistency results for the Estimating Function estimates as well as asymptotic limiting distribution of the spatial autoregressive coefficients are obtained.

Keywords


Pspatial dependence, estimating function, spatial moment, consistency, asymptotic distribution.

Full Text:

PDF


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.