Asymptotic distribution of the OLS estimator for a purely autoregressive spatial 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.
- Yang, Zhenlin, 2015. "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 178-200.
- Mynbaev, Kairat T., 2010. "Asymptotic distribution of the OLS estimator for a mixed spatial model," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 733-748, March.
- Badi H. Baltagi & Long Liu, 2015. "Testing for Spacial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions," Center for Policy Research Working Papers 183, Center for Policy Research, Maxwell School, Syracuse University.
More about this item
KeywordsSpatial model OLS estimator Asymptotic distribution Maximum likelihood Method of moments;
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