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Metadata Details
Spatial Econometrics -- 3 � Maximum Likelihood Estimation 2
Contributed by Luc Anselin |
| version |
Summer 2002 |
| status |
Final |
| rights_restrictions |
yes |
| rights_description |
Copyright of these materials is held by the Regents of the University of California. Permission is granted for limited reproduction of these materials for non-commercial education uses only, providing the source is clearly acknowledged. |
| rights_cost |
no |
| resource_type |
Lecture Materials |
| metametadata_contributor_role |
Creator |
| metametadata_contributor_entity |
David Fearon, fear@umail.ucsb.edu |
| metametadata_contributor_date |
2002-07-09 |
| location |
| http://geog55.gis.uiuc.edu/ace492se/ml2.html |
| learning_time |
2:00:00 |
| keywords |
Economics, spatial econometrics, spatial statistics, spatial lag, maximum likelihood estimation, GLS approach, spatial dependence, asymptotics, central limit theorems, spatial error |
| format |
application/pdf |
| end_user_role |
Teacher |
| description |
Course Syllabus ACE 492 SE Luc Anselin Spatial econometrics lecture notes 7 Maximum Likelihood Estimation 2 ML Estimation Spatial Lag Jacobian; log likelihood, Ord simplification; first order conditions, concentrated log-likelihood (profile likelihood); information matrix and asymptotic variance; measures of fit (log likelihood, AIC). ML Estimation Spatial Error Model full ML estimation, Feasible GLS; error covariance structures; GLS approach, no consistent two-step approach; ML approach, likelihood, concentrated likelihood, first order conditions; information matrix and asymptotic variance. ML Estimation of Models that Combine Dependence and Heterogeneity spatial lag with heteroskedasticity; spatial error with heteroskedasticity; ML estimation, log-likelihood general model. |
| CSISS_interest_area |
spatial econometrics,spatial statistic,maximum likelihood estimation |
| CSISS_discipline |
Economics |
| contributor_role_1 |
Author |
| contributor_entity_1 |
Luc Anselin |
| contributor_date_1 |
2002-01-22 |
| contributor_role_2 |
Department of Agricultural and Consu |
| contributor_entity_2 |
|
| contributor_date_2 |
0000-00-00 |
| aggregation_level |
1 |
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