Asymptotic Normality of Least Modulus Estimations of Coefficients of Spatial Autoregression
| Authors: Goryainov V.B. | Published: 28.08.2013 |
| Published in issue: #1(40)/2011 | |
| DOI: | |
| Category: Mathematics and Mechanics | |
| Keywords: spatial autoregression, least modulus estimations, asymptotic normality, asymptotic relative efficiency | |
For the process of spatial autoregression of an order of (1,1), the asymptotic normality of least modulus estimations is stated. The relative asymptotic efficiency of these estimations is calculated with respect to the least squares estimations.