GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Year of publication: |
2022
|
---|---|
Authors: | Jin, Fei ; Wang, Yuqin |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 41.2022, 6, p. 652-674
|
Subject: | Efficiency | endogeneity | GMM | heteroscedasticity | spatial autoregression | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments | Räumliche Interaktion | Spatial interaction | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity |
-
GEL estimation and tests of spatial autoregressive models
Jin, Fei, (2019)
-
Kelejian, Harry H., (2008)
-
A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani, (2008)
- More ...
-
An approximated exponentially tilted empirical likelihood estimator of moment condition models
Jin, Fei, (2024)
-
Huang, Kevin X. D., (2019)
-
Valuation of IPOs Using a Stochastic Frontier Approach : A Revisit
Wang, Yuqin, (2017)
- More ...