Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term
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References listed on IDEAS
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"A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances,"
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- 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.
More about this item
Keywordsspatial dependence; spatial moving average; spatial autoregressive; maximum likelihood estimator; MLE; asymptotics; heteroskedasticity; SARMA(1; 1);
- 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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