GMM inference in spatial autoregressive models

DOI10.1080/00927872.2016.1178885zbMath1491.62130OpenAlexW2343709796MaRDI QIDQ5860887

Süleyman Taşpınar, Osman Doğan, Wim P. M. Vijverberg

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/GMM_inference_in_spatial_autoregressive_models/3199327

zbMATH Keywords

efficiencyasymptotic varianceinferenceGMMvariance correctionspatial autoregressive modelsSARARoptimal GMMEWindmeijer correction

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items

Artificial regression test diagnostics for impact measures in spatial models, Social threshold regression, Testing spatial dependence in spatial models with endogenous weights matrices, Model selection and model averaging for matrix exponential spatial models

Uses Software

• Arc_Mat

Cites Work

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