Efficient estimation of the semiparametric spatial autoregressive model

DOI10.1016/j.jeconom.2009.10.031zbMath1431.62417OpenAlexW2149504484MaRDI QIDQ530965

Peter M. Robinson

Publication date: 1 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/4535/

zbMATH Keywords

efficient estimationadaptive estimationspatial autoregressionsimultaneity bias

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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