Improved GMM estimation of the spatial autoregressive error model
We suggest an improved GMM estimator for the autoregressive parameter of a spatial autoregressive error model by taking into account that unobservable regression disturbances are different from observable regression residuals.
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- Kelejian, Harry H. & Prucha, Ingmar R., 2004. "Estimation of simultaneous systems of spatially interrelated cross sectional equations," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 27-50.
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0206004, EconWPA, revised 11 May 2003.
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- Luc Anselin & Rodolfo Bongiovanni & Jess Lowenberg-DeBoer, 2004. "A Spatial Econometric Approach to the Economics of Site-Specific Nitrogen Management in Corn Production," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(3), pages 675-687.
- Patrik Tingvall, 2004. "The dynamics of European industrial structure," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 140(4), pages 665-687, December.
- Wolfram Schlenker & W. Michael Hanemann & Anthony C. Fisher, 2006. "The Impact of Global Warming on U.S. Agriculture: An Econometric Analysis of Optimal Growing Conditions," The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 113-125, February.
- 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.
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