GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
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- Osman Doğan, 2015. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 1-27, February.
- Doğan, Osman & Taşpınar, Süleyman, 2013. "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 903-926.
- Osman Dogan, 2013. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term," Working Papers 2, City University of New York Graduate Center, Ph.D. Program in Economics.
More about this item
Keywordsspatial autoregressive models; unknown heteroskedasticity; robustness; GMM; asymptotics; MLE;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-12-20 (All new papers)
- NEP-ECM-2013-12-20 (Econometrics)
- NEP-GEO-2013-12-20 (Economic Geography)
- NEP-ORE-2013-12-20 (Operations Research)
- NEP-URE-2013-12-20 (Urban & Real Estate Economics)
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