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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KeywordsSpatial autocorrelation Hypothesis tests Monte Carlo studies Maximum likelihood estimation Generalized method of moments;
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