Indirect inference estimation of higher-order spatial autoregressive models

DOI10.1080/07474938.2023.2178136OpenAlexW4323544601MaRDI QIDQ6134158

Yong Bao

Publication date: 25 July 2023

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

Full work available at URL: https://figshare.com/articles/journal_contribution/Indirect_inference_estimation_of_higher-order_spatial_autoregressive_models/22232693

zbMATH Keywords

ordinary least squaresindirect inferenceheteroskedasticityspatial autoregressive models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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