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Efficient Gmm Estimation Of High Order Spatial Autoregressive Models With Autoregressive Disturbances

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  • Lee, Lung-fei
  • Liu, Xiaodong

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Bibliographic Info

Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 26 (2010)
Issue (Month): 01 (February)
Pages: 187-230

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Handle: RePEc:cup:etheor:v:26:y:2010:i:01:p:187-230_09

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Cited by:
  1. Matthias Koch, 2011. "Parameter spaces for stationary DGPs in spatial econometric modelling," ERSA conference papers ersa11p1147, European Regional Science Association.
  2. Liu, Xiaodong & Lee, Lung-fei, 2010. "GMM estimation of social interaction models with centrality," Journal of Econometrics, Elsevier, vol. 159(1), pages 99-115, November.
  3. Daniel Arribas-Bel & Julia Koschinsky & Pedro Amaral, 2011. "Improving the Multi-Dimensional Comparison of Simulation Results: A Spatial Visualization Approach," GeoDa Center Working Papers 1046, GeoDa Center for Geospatial Analysis and Computation.
  4. Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves, 2011. "Peer Effects in Education, Sport, and Screen Activities: Local Aggregate or Local Average?," CEPR Discussion Papers 8477, C.E.P.R. Discussion Papers.

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