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.
- 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.
- Matthias Arnold & Dominik Wied, 2014. "Improved GMM estimation of random effects panel data models with spatially correlated error components," Papers in Regional Science, Wiley Blackwell, vol. 93(1), pages 77-99, March.
- 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 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.
- 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.
More about this item
KeywordsGMM estimation Spatial autoregression Regression residuals;
StatisticsAccess and download statistics
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