- Tytuł:
- Generalized Bayes Estimation of Spatial Autoregressive Models
- Autorzy:
-
Chaturvedi, Anoop
Mishra, Sandeep - Powiązania:
- https://bibliotekanauki.pl/articles/1194464.pdf
- Data publikacji:
- 2019-07-02
- Wydawca:
- Główny Urząd Statystyczny
- Tematy:
-
spatial autoregressive model
prior and posterior distributions
generalized Bayes estimator
admissibility and minimaxity
total fertility rate (TFR) - Opis:
- The spatial autoregressive (SAR) models are widely used in spatial econometrics for analyzing spatial data involving spatial autocorrelation structure. The present paper derives a Generalized Bayes estimator for estimating the parameters of a SAR model. The admissibility and minimaxity properties of the estimator have been discussed. For investigating the finite sample behaviour of the estimator, the results of a simulation study have been presented. The results of the paper are applied to demographic data on total fertility rate for selected Indian states.
- Źródło:
-
Statistics in Transition new series; 2019, 20, 2; 15-31
1234-7655 - Pojawia się w:
- Statistics in Transition new series
- Dostawca treści:
- Biblioteka Nauki
Artykuł