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Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors

Egger, Peter; Larch, Mario; Pfaffermayr, Michael; … - 2005

This paper undertakes a Monte Carlo study to compare MLE-based and GMM-based tests regarding the spatial autocorrelation coefficient of the error term in a Cliff and Ord type model. The main finding is that a Wald-test based on GMM estimation as derived by Kelejian and Prucha (2005a) performs...

Persistent link: https://www.econbiz.de/10010261344

Small Sample Properties of Maximum Likelihood Versus Generalized Method of Moments Based Tests for Spatially Autocorrelated Errors

Egger, Peter; Larch, Mario; Pfaffermayr, Michael; … - CESifo - 2005

Persistent link: https://www.econbiz.de/10005765991

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

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

Estimating regional trade agreement effects on FDI in an interdependent world

Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Journal of econometrics 145 (2008) 1/2, pp. 194-208

Persistent link: https://www.econbiz.de/10003776456

Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors

Egger, Peter; Larch, Mario; Pfaffermayr, Michael; … - In: Regional science & urban economics 39 (2009) 6, pp. 670-678

Persistent link: https://www.econbiz.de/10003920809

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

Estimation of spatial autoregressive M-way error component panel data models

Badinger, Harald; Egger, Peter - In: The annals of regional science : an international … 47 (2011) 2, pp. 269-310

Persistent link: https://www.econbiz.de/10009356093

Spacey parents and spacey hosts in FDI

Badinger, Harald; Egger, Peter - 2013

Persistent link: https://www.econbiz.de/10009779163

Fixed effects and random effects estimation of higher-order spatial autoregressive models with spatial autoregressive and heteroskedastic disturbances

Badinger, Harald; Egger, Peter - 2014

Persistent link: https://www.econbiz.de/10010360806