GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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.
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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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