The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
type: Item
instance of: scholarly article
title: The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
zbMATH Open document ID: 1418.62336
author: Lung-fei Lee
published in: Journal of Econometrics
publication date: 2016-05-09T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6578113
zbMATH Keywords: spatial econometrics
zbMATH Keywords: spatial autoregression
zbMATH Keywords: method of elimination and substitution
zbMATH Keywords: sequential GMM estimation
zbMATH Keywords: asymptotic efficiency
MaRDI profile type: Publication
full work available at URL: j.jeconom.2006.09.006
OpenAlex ID: W2146281586
cites work: Q4124192
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: Matrix Analysis
cites work: On the asymptotic distribution of the Moran \(I\) test stastistic with applications
cites work: GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
cites work: CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
cites work: Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
cites work: Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
cites work: Econometrics
cites work: Estimation Methods for Models of Spatial Interaction
cites work: Sparse spatial autoregressions
cites work: Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
cites work: Q4869532
DOI: 10.1016/J.JECONOM.2006.09.006
description: scientific article; zbMATH DE number 6578113