GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
Year of publication: |
2019
|
---|---|
Authors: | Liu, Xiaodong ; Saraiva, Paulo |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 4, p. 359-385
|
Subject: | quadratic moment conditions | Simultaneous equations | spatial autoregressive models | unknown heteroskedasticity | Regionalökonomik | Regional economics | Momentenmethode | Method of moments | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity |
-
Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei, (2018)
-
GEL estimation and tests of spatial autoregressive models
Jin, Fei, (2019)
-
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria, (2019)
- More ...
-
GMM estimation of SAR models with endogenous regressors
Liu, Xiaodong, (2015)
-
Saraiva, Paulo, (2017)
-
A Avaliação do Capital de Risco segundo a Teoria das Opções
Saraiva, Paulo, (2003)
- More ...