LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS

Han, XY; Lee, LF; Xu, XB

Xu, XB (corresponding author), Xiamen Univ, Sch Econ, Dept Stat, MOE Key Lab Econometr,Fujian Key Lab Stat Sci,Wan, Xiamen, Peoples R China.

ECONOMETRIC THEORY, 2021; 37 (4): 708

Abstract

This paper studies asymptotic properties of a posterior probability density and Bayesian estimators of spatial econometric models in the classical sta......

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