Generalized Bayes Estimation of Spatial Autoregressive Models

• Authors: Anoop Chaturvedi , Sandeep Mishra

Abstracts

EN

The spatial autoregressive (SAR) models are widely used in spatial econometrics for analyzing spatial data involving spatial autocorrelation structure. The present paper derives a Generalized Bayes estimator for estimating the parameters of a SAR model. The admissibility and minimaxity properties of the estimator have been discussed. For investigating the finite sample behaviour of the estimator, the results of a simulation study have been presented. The results of the paper are applied to demographic data on total fertility rate for selected Indian states.

Keywords

EN

spatial autoregressive model; prior and posterior distributions; generalized Bayes estimator; admissibility and minimaxity; total fertility rate (TFR)

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2019
• Volume: 20
• Issue: 2
• Pages: 15-31

Contributors

author

Anoop Chaturvedi

• Department of Statistics, University of Allahabad, India

• https://orcid.org/0000000273223331

author

Sandeep Mishra

• Department of Statistics, University of Allahabad, India

• https://orcid.org/0000000156313354

Identifiers

DOI

10.21307/stattrans-2019-012

Biblioteka Nauki

1194464