Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Year of publication: |
2010
|
---|---|
Authors: | Lee, Lung-fei ; Liu, Xiaodong |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 1, p. 187-230
|
Subject: | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Räumliche Interaktion | Spatial interaction |
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