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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- Wolfram Schlenker & W. Michael Hanemann & Anthony C. Fisher, 2006.
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- Viliam Druska & William C. Horrace, 2002.
"Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming,"
0206004, EconWPA, revised 11 May 2003.
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