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Asymptotics of improved generalized moment estimators for spatial autoregressive error models - MaRDI portal

Asymptotics of improved generalized moment estimators for spatial autoregressive error models (Q2811407)

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scientific article; zbMATH DE number 6591986
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Asymptotics of improved generalized moment estimators for spatial autoregressive error models
scientific article; zbMATH DE number 6591986

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    Asymptotics of improved generalized moment estimators for spatial autoregressive error models (English)
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    10 June 2016
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    GMM estimation
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    spatial autoregression
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    regression residuals
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    asymptotic normality
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