Improved GMM estimation of the spatial autoregressive error model

DOI10.1016/j.econlet.2010.04.012zbMath1201.62098OpenAlexW2092386196MaRDI QIDQ991347

Dominik Wied, Matthias Arnold

Publication date: 7 September 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.04.012

zbMATH Keywords

spatial autoregressionGMM estimationregression residuals

Mathematics Subject Classification ID

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

Related Items (4)

Quantile regression for varying coefficient spatial error models ⋮ An improved generalized moments estimator for a spatial moving average error model ⋮ Robust estimation approach for spatial error model ⋮ Asymptotics of improved generalized moment estimators for spatial autoregressive error models

Cites Work

• Estimation of simultaneous systems of spatially interrelated cross sectional equations.
• Linear models. Least squares and alternatives

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