New Publication by Olivier Scaillet in the Journal of the American Statistical Association
A new research by Prof. Olivier Scaillet, has been accepted for publication in the prestigious Journal of the American Statistical Association.
In their paper “Saddlepoint Approximations for Spatial Panel Data Models”, Scaillet and his co-authors, Chaonan Jiang, Davide La Vecchia, and Elvezio Ronchetti, develop new higher-order asymptotic techniques for the Gaussian maximum likelihood estimator in a spatial panel data model, with fixed effects, time-varying covariates, and spatially correlated errors.
The paper can be found here >September 13, 2021
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