Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors
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- Peter Egger & Mario Larch & Michael Pfaffermayr & Janette Walde, 2005. "Small Sample Properties of Maximum Likelihood Versus Generalized Method of Moments Based Tests for Spatially Autocorrelated Errors," CESifo Working Paper Series 1558, CESifo Group Munich.
References listed on IDEAS
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Benny Geys & Federico Revelli, 2011. "Economic and political foundations of local tax structures: an empirical investigation of the tax mix of Flemish municipalities," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 29(3), pages 410-427, June.
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- Konrad, Kai A. & Skaperdas, Stergios, 2012. "The market for protection and the origin of the state," Munich Reprints in Economics 13961, University of Munich, Department of Economics.
- repec:wly:emjrnl:v:20:y:2017:i:2:p:168-189 is not listed on IDEAS
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- Caliman, Tiziana & Di Bella, Enrico, 2011. "House Price Dynamics in Italy - La dinamica delle quotazioni immobiliari in Italia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 64(1), pages 37-65.
- Maria Kyriacou & Peter C. B. Phillips & Francesca Rossi, 2017. "Indirect inference in spatial autoregression," Econometrics Journal, Royal Economic Society, vol. 20(2), pages 168-189, June.
- Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2014. "Indirect inference in spatial autoregression," Discussion Paper Series In Economics And Econometrics 1418, Economics Division, School of Social Sciences, University of Southampton.
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KeywordsSpatial autocorrelation Hypothesis tests Monte Carlo studies Maximum likelihood estimation Generalized method of moments;
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