GMM estimation of spatial panels
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References listed on IDEAS
- Kelejian, Harry H & Prucha, Ingmar R, 1999.
"A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model,"
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More about this item
KeywordsGeneralized Method of Moments; spatial econometrics;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- A19 - General Economics and Teaching - - General Economics - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-07-28 (All new papers)
- NEP-ECM-2009-07-28 (Econometrics)
- NEP-GEO-2009-07-28 (Economic Geography)
- NEP-URE-2009-07-28 (Urban & Real Estate Economics)
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