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In this paper, some vital methodological issues of spatial microsimulation modelling for small area estimation have been addressed, with a particular emphasis given to the reweighting techniques. Most of the review articles in small area estimation have highlighted methodologies based on various statistical models and theories. However, spatial(More)
We consider a general multivariate conditional heteroskedastic time series model and derive the information matrix of the maximum likelihood es-timator by using the matrix diierential calculus techniques of Magnus and Neudecker (1991). We discuss the VAR-VARCH model as a special case, and demonstrate the maximum likelihood estimation of the information(More)
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