The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
This paper analyzes spatial Probit models for cross sectional dependent data in a binary choice context. Observations are divided by pairwise groups and bivariate normal distributions are specified within each group. Partial maximum likelihood estimators are introduced and they are shown to be consistent and asymptotically normal under some regularity conditions. Consistent covariance matrix estimators...
This paper provides an improved approximation to the asymptotic relative efficiency of the MLE against OLS when estimating the mean equation in the presence of conditional heteroscedasticity. Results are given which show that the existing approximation may considerably understate the efficiency gains of ML when the conditional heteroscedasticity is substantial.
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.