Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
Year of publication: |
2008
|
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Authors: | Kelejian, Harry H. ; Prucha, Ingmar R. |
Institutions: | CESifo |
Subject: | spatial dependence | heteroskedasticity | Cliff-Ord model | two-stage least squares | generalized moments estimation | asymptotics |
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