A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors
Abstract This paper proposes a new generalized method of moments (GMM) estimator for spatial panel models with spatial moving average errors combined with a spatially autoregressive dependent variable. Monte Carlo results are given suggesting that the GMM estimator is consistent. The estimator is applied to English real estate price data.
Volume (Year): 3 (2008)
Issue (Month): 1 ()
|Contact details of provider:|| Web page: http://www.tandfonline.com/RSEA20 |
|Order Information:||Web: http://www.tandfonline.com/pricing/journal/RSEA20|
When requesting a correction, please mention this item's handle: RePEc:taf:specan:v:3:y:2008:i:1:p:27-44. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty)
If references are entirely missing, you can add them using this form.