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Finite sample properties of alternative GMM estimators for random effects models with spatially correlated errors

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  • Mario Larch

    ()

  • Janette Walde

    ()

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File URL: http://hdl.handle.net/10.1007/s00168-008-0222-2
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Bibliographic Info

Article provided by Springer in its journal The Annals of Regional Science.

Volume (Year): 43 (2009)
Issue (Month): 2 (June)
Pages: 473-490

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Handle: RePEc:spr:anresc:v:43:y:2009:i:2:p:473-490

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Related research

Keywords: C21; C23; H77; R15;

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References

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  1. Viliam Druska & William C. Horrace, 2002. "Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming," Econometrics 0206004, EconWPA, revised 11 May 2003.
  2. Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-57, September.
  3. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
  4. Hall, Alastair R., 2004. "Generalized Method of Moments," OUP Catalogue, Oxford University Press, number 9780198775201.
  5. Harry H. Kelejian & Dennis P. Robinson, 2000. "Returns to investment in navigation infrastructure: An equilibrium approach," The Annals of Regional Science, Springer, vol. 34(1), pages 83-108.
  6. Baicker, Katherine, 2005. "The spillover effects of state spending," Journal of Public Economics, Elsevier, vol. 89(2-3), pages 529-544, February.
  7. Kelejian, Harry H & Prucha, Ingmar R, 1999. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-33, May.
  8. Myles Patton & Seamus McErlean, 2003. "Spatial Effects within the Agricultural Land Market in Northern Ireland," Journal of Agricultural Economics, Wiley Blackwell, vol. 54(1), pages 35-54.
  9. Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R., 2007. "Panel data models with spatially correlated error components," Journal of Econometrics, Elsevier, vol. 140(1), pages 97-130, September.
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Cited by:
  1. Bernard Fingleton, 2010. "Predicting the Geography of House Prices," SERC Discussion Papers 0045, Spatial Economics Research Centre, LSE.

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