Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
type: Item
instance of: scholarly article
title: Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
zbMATH Open document ID: 1030.62069
DOI: 10.1081/ETC-120025891
author: Lung-fei Lee
published in: Econometric Reviews
publication date: 2003-11-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 2001464
zbMATH Keywords: spatial autroregressive model
zbMATH Keywords: two-stage least squares
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: best two-stage least squares
zbMATH Keywords: Cholesky decomposition
zbMATH Keywords: contracting mapping
MaRDI profile type: Publication
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full work available at URL: etc-120025891
OpenAlex ID: W2032593243
description: scientific article; zbMATH DE number 2001464