Efficient Estimation of Spatial Autoregressive Models
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References listed on IDEAS
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"A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model,"
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More about this item
KeywordsInstrumental variables; Spatial dependence; Nonparametric estimation;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-07-30 (All new papers)
- NEP-ECM-2001-07-30 (Econometrics)
- NEP-ETS-2001-07-30 (Econometric Time Series)
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