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Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances - MaRDI portal

Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances (Q4434412)

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scientific article; zbMATH DE number 2001464
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English
Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
scientific article; zbMATH DE number 2001464

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    Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances (English)
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    6 November 2003
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    spatial autroregressive model
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    two-stage least squares
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    asymptotic efficiency
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    best two-stage least squares
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    Cholesky decomposition
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    contracting mapping
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