Improved GMM estimation of the spatial autoregressive error model
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Baltagi, Badi H. & Liu, Long, 2011. "An improved generalized moments estimator for a spatial moving average error model," Economics Letters, Elsevier, vol. 113(3), pages 282-284.
- Jörg Breitung & Christoph Wigger, 2017. "Alternative GMM estimators for spatial regression models," Working Paper Series in Economics 89, University of Cologne, Department of Economics.
- Osman Doğan, 2015. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 1-27, February.
- Doğan, Osman & Taşpınar, Süleyman, 2013. "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 903-926.
- Osman Dogan, 2013. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term," Working Papers 2, City University of New York Graduate Center, Ph.D. Program in Economics.
More about this item
KeywordsGMM estimation Spatial autoregression Regression residuals;
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