Anoop Chaturvedi , Sandeep Mishra

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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.


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


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