Asymptotics of improved generalized moment estimators for spatial autoregressive error models

DOI10.1080/03610926.2013.870203zbMath1338.62062OpenAlexW2281087086MaRDI QIDQ2811407

Matthias Arnold, Carsten Drinkuth

Publication date: 10 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.870203

zbMATH Keywords

asymptotic normalityspatial autoregressionGMM estimationregression residuals

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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Quantile regression for varying coefficient spatial error models

Cites Work

• Unnamed Item
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• Panel data models with spatially correlated error components
• An improved generalized moments estimator for a spatial moving average error model
• Improved GMM estimation of the spatial autoregressive error model

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