Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances

2003 ◽  
Vol 82 (1) ◽  
pp. 1-26 ◽  
Author(s):  
Debabrata Das ◽  
Harry H. Kelejian ◽  
Ingmar R. Prucha
Keyword(s):  
Autoregressive Models ◽  
Finite Sample ◽  
Finite Sample Properties ◽  
Spatial Autoregressive ◽  
Spatial Autoregressive Models

FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS

2012 ◽  
Vol 29 (1) ◽  
pp. 68-88 ◽  
Author(s):  
Yong Bao
Keyword(s):  
Bias Correction ◽  
Autoregressive Models ◽  
Model Parameters ◽  
Correction Procedure ◽  
Finite Sample ◽  
Sample Bias ◽  
Special Cases ◽  
Spatial Autoregressive ◽  
Spatial Autoregressive Models ◽  
Finite Sample Bias

We investigate the finite-sample bias of the quasi-maximum likelihood estimator (QMLE) in spatial autoregressive models with possible exogenous regressors. We derive the approximate bias result of the QMLE in terms of model parameters and also the moments (up to order 4) of the error distribution, and thus a feasible bias-correction procedure is directly applicable. In some special cases, the analytical bias result can be significantly simplified. Our Monte Carlo results demonstrate that the feasible bias-correction procedure works remarkably well.

Examining the Association Between Massage Parlors and Neighborhood Crime

2018 ◽  
Vol 65 (11) ◽  
pp. 1537-1569 ◽  
Author(s):  
Jessica Huff ◽  
Danielle Wallace ◽  
Courtney Riggs ◽  
Charles M. Katz ◽  
David Choate
Keyword(s):  
Management System ◽  
Autoregressive Models ◽  
Physical Disorder ◽  
Record Management ◽  
Social Disorder ◽  
Neighborhood Crime ◽  
Spatial Autoregressive ◽  
Spatial Autoregressive Models ◽  
The Impact ◽  
User Review

Although massage parlors have been associated with illicit activities including prostitution, less is known about their association with neighborhood crime. Employing the Computer Automated Dispatch/Record Management System (CAD/RMS), online user review, licensing, Census, and zoning data, we examine the impact of massage parlors on crime in their surrounding neighborhoods. Using spatial autoregressive models, our results indicate the total number of massage parlors was associated with increased social disorder. The presence of illicit massage parlors in adjacent neighborhoods was associated with crime and physical disorder in the focal neighborhoods. This study has consequences for how police address crime associated with massage parlors. Specifically, the use of online user review forums could be an effective way to identify illicit massage parlors. Recommendations for policing and code enforcement are discussed.

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