Przeglądaj Lodz Economics Working Papers według autora "Olejnik, Jakub"
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Improved asymptotic analysis of Gaussian QML estimators in spatial models
Olejnik, Jakub; Olejnik, Alicja (Faculty of Economics and Sociology, 2017-12)This paper presents a fundamentally improved statement on asymptotic behaviour of the well-known Gaussian QML estimator of parameters in high-order mixed regressive/autoregressive spatial model. We generalize the approach ...