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Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances
Badinger, Harald - 2014
This paper develops a unified framework for fixed and random effects estimation of higher-order spatial autoregressive panel data models with spatial autoregressive disturbances and heteroskedasticity of unknown form in the idiosyncratic error component. We derive the moment conditions and...
Persistent link: https://www.econbiz.de/10013051285
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GM Estimation of Higher-Order Spatial Autoregressive Processes in Cross-Section Models with Heteroskedastic Disturbances
Badinger, Harald; Egger, Peter H. - 2021
This paper generalizes the approach to estimating a first-order spatial autoregressive model with spatial autoregressive disturbances (SARAR(1,1)) in a cross-section with heteroskedastic innovations by Kelejian and Prucha (2008) to the case of spatial autoregressive models with spatial...
Persistent link: https://www.econbiz.de/10013316494
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Fixed effects and random effects estimation of higher-order spatial autoregressive models with spatial autoregressive and heteroscedastic disturbances
Badinger, Harald; Egger, Peter - In: Spatial economic analysis : the journal of the Regional … 10 (2015) 1, pp. 11-35
Persistent link: https://www.econbiz.de/10010515831
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Estimation of higher-order spatial autoregressive cross-section models with heteroscedastic disturbances
Badinger, Harald; Egger, Peter - In: Papers in regional science : the journal of the … 90 (2011) 1, pp. 213-235
Persistent link: https://www.econbiz.de/10009126963
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Fixed effects and random effects estimation of higher-order spatial autoregressive models with spatial autoregressive and heteroskedastic disturbances
Badinger, Harald; Egger, Peter - 2014
This paper develops a unified framework for fixed and random effects estimation of higher-order spatial autoregressive panel data models with spatial autoregressive disturbances and heteroskedasticity of unknown form in the idiosyncratic error component. We derive the moment conditions and...
Persistent link: https://www.econbiz.de/10010367382
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GM estimation of higher order spatial autoregressive processes in panel data error component models
Badinger, Harald; Egger, Peter - 2008
This paper presents a generalized moments (GM) approach to estimating an R-th order spatial regressive process in a panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial regressive process and the optimal weighting matrix required to...
Persistent link: https://www.econbiz.de/10010264361
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GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbances
Badinger, Harald; Egger, Peter - 2008
This paper generalizes the approach to estimating a first-order spatial autoregressive model with spatial autoregressive disturbances (SARAR(1,1)) in a cross-section with heteroskedastic innovations by Kelejian and Prucha (2008) to the case of spatial autoregressive models with spatial...
Persistent link: https://www.econbiz.de/10010264403
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Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald; Egger, Peter - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...
Persistent link: https://www.econbiz.de/10010264566
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Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald; Egger, Peter - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...
Persistent link: https://www.econbiz.de/10003808637