The present contribution aims at describing the finite sample behaviour of ML estimators in network autocorrelation models, a class of auto-regressive models used to study the effect of networks on a variable of interest when the data points are interdependent. More specifically, through an extensive simulation study, it is investigated whether, and the conditions under which, the ML estimators are asymptotically normally distributed.
On the sampling distributions of the ml estimators in network effect models
LA ROCCA, Michele;VITALE, MARIA PROSPERINA;
2015-01-01
Abstract
The present contribution aims at describing the finite sample behaviour of ML estimators in network autocorrelation models, a class of auto-regressive models used to study the effect of networks on a variable of interest when the data points are interdependent. More specifically, through an extensive simulation study, it is investigated whether, and the conditions under which, the ML estimators are asymptotically normally distributed.File in questo prodotto:
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