Generalized Bayes Estimation Of Spatial Autoregressive Models
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DOI: 10.21307/stattrans-2019-012
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References listed on IDEAS
- Maruyama, Yuzo, 1998. "A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean," Journal of Multivariate Analysis, Elsevier, vol. 64(2), pages 196-205, February.
- Luc Anselin & Sergio J. Rey, 2010. "Perspectives on Spatial Data Analysis," Advances in Spatial Science, in: Luc Anselin & Sergio J. Rey (ed.), Perspectives on Spatial Data Analysis, chapter 0, pages 1-20, Springer.
- Kubokawa, Tatsuya, 1991. "An approach to improving the James-Stein estimator," Journal of Multivariate Analysis, Elsevier, vol. 36(1), pages 121-126, January.
- Pal, Amresh Bahadur & Dubey, Ashutosh Kumar & Chaturvedi, Anoop, 2016. "Shrinkage estimation in spatial autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 362-373.
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- Anoop Chaturvedi & Shalabh & Sandeep Mishra, 2021. "Generalized Bayes Estimator for Spatial Durbin Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 267-285, December.
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Keywords
spatial autoregressive model; prior and posterior distributions; generalized Bayes estimator; admissibility and minimaxity; total fertility rate (TFR).;All these keywords.
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