Spatial error models with heteroskedastic normal perturbations and joint modeling of mean and variance
异方差正态扰动下空间误差模型的均值与方差联合建模
This work presents the spatial error model with heteroskedasticity, which allows the joint modeling of the parameters associated with both the mean and the variance, within a traditional approach to spatial econometrics. The estimation algorithm is based on the log-likelihood function and incorporates the use of GAMLSS models in an iterative form. Two theoretical results show the advantages of the model to the usual models of spatial econometrics and allow obtaining the bias…