GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
Year of publication: |
2013-12-16
|
---|---|
Authors: | Dogan, Osman ; Taspinar, Suleyman |
Institutions: | Department of Economics, Graduate Center |
Subject: | spatial autoregressive models | unknown heteroskedasticity | robustness | GMM | asymptotics | MLE |
-
Doğan, Osman, (2014)
-
Doğan, Osman, (2014)
-
Doğan, Osman, (2015)
- More ...
-
Dogan, Osman, (2013)
-
Taspinar, Suleyman, (2019)
-
Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications
Bera, Anil K., (2019)
- More ...