Information Theory Estimators for the First-Order Spatial Autoregressive Model

Information theoretic estimators for the first-order spatial autoregressive model are introduced, small sample properties are investigated, and the estimator is applied empirically. Monte Carlo experiments are used to compare finite sample performance of more traditional spatial estimators to three...

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Bibliographic Details
Main Authors: Evgeniy V. Perevodchikov, Thomas L. Marsh, Ron C. Mittelhammer
Format: Article
Language:English
Published: MDPI AG 2012-07-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/14/7/1165