Finite sample properties of alternative GMM estimators for random effects models with spatially correlated errors
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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.
- Fingleton, Bernard, 2010. "Predicting the geography of house prices," LSE Research Online Documents on Economics 33507, London School of Economics and Political Science, LSE Library.
- Matthias Arnold & Dominik Wied, 2014. "Improved GMM estimation of random effects panel data models with spatially correlated error components," Papers in Regional Science, Wiley Blackwell, vol. 93(1), pages 77-99, March.
More about this item
KeywordsC21; C23; H77; R15;
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- H77 - Public Economics - - State and Local Government; Intergovernmental Relations - - - Intergovernmental Relations; Federalism
- R15 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods
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