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Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach

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  • Smirnov, Oleg
  • Anselin, Luc

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  • Smirnov, Oleg & Anselin, Luc, 2001. "Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach," Computational Statistics & Data Analysis, Elsevier, vol. 35(3), pages 301-319, January.
    • Handle: RePEc:eee:csdana:v:35:y:2001:i:3:p:301-319
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    References listed on IDEAS

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    1. Daniel A. Griffith, 1992. "Simplifying The Normalizing Factor In Spatial Autoregressions For Irregular Lattices," Papers in Regional Science, Wiley Blackwell, vol. 71(1), pages 71-86, January.
    2. Kelley Pace, R. & Barry, Ronald, 1997. "Sparse spatial autoregressions," Statistics & Probability Letters, Elsevier, vol. 33(3), pages 291-297, May.
    3. Kelley Pace, R., 1997. "Performing large spatial regressions and autoregressions," Economics Letters, Elsevier, vol. 54(3), pages 283-291, July.
    4. Anselin, Luc & Hudak, Sheri, 1992. "Spatial econometrics in practice : A review of software options," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 509-536, September.
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