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GMM and 2SLS estimation of mixed regressive, spatial autoregressive models

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  • Lee, Lung-fei

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  • Lee, Lung-fei, 2007. "GMM and 2SLS estimation of mixed regressive, spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 137(2), pages 489-514, April.
  • Handle: RePEc:eee:econom:v:137:y:2007:i:2:p:489-514
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    1. Peguin-Feissolle, Anne, 1999. "A comparison of the power of some tests for conditional heteroscedasticity," Economics Letters, Elsevier, pages 5-17.
    2. Bera, Anil K & Higgins, Matthew L & Lee, Sangkyu, 1992. "Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 133-142, April.
    3. Andrew Blake, 2001. "A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 188, National Institute of Economic and Social Research.
    4. Bera, Anil K & Higgins, Matthew L, 1997. "ARCH and Bilinearity as Competing Models for Nonlinear Dependence," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 43-50, January.
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