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Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2011
Persistent link: https://www.econbiz.de/10009546961
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Measurement errors in a spatial context
Le Gallo, Julie; Fingleton, Bernard - In: Regional science & urban economics 42 (2012) 1/2, pp. 114-125
Persistent link: https://www.econbiz.de/10009621220
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Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 112-138
Persistent link: https://www.econbiz.de/10010439610
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Estimating and Forecasting with a Dynamic Spatial Panel Data Model
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - Spatial Economics Research Centre, LSE - 2011
Mutl (2006), a dynamic spatial GMM estimator is proposed based on Kapoor, Kelejian and Prucha (2007) for the Spatial … performance of the GMM spatial estimator to that of spatial and non-spatial estimators and illustrate our approach with an …
Persistent link: https://www.econbiz.de/10009359517
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Measurement errors in a spatial context
Le Gallo, Julie; Fingleton, Bernard - In: Regional Science and Urban Economics 42 (2012) 1-2, pp. 114-125
Measurement error in an independent variable is one reason why OLS estimates may not be consistent. However, as shown by Dagenais (1994), in some circumstances the OLS bias may be ameliorated somewhat given the presence of serially correlated disturbances, and OLS may prove superior to standard...
Persistent link: https://www.econbiz.de/10010608491
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A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors
Fingleton, Bernard - In: Spatial Economic Analysis 3 (2008) 1, pp. 27-44
Abstract This paper proposes a new generalized method of moments (GMM) estimator for spatial panel models with spatial … that the GMM estimator is consistent. The estimator is applied to English real estate price data. …
Persistent link: https://www.econbiz.de/10005495722
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Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - London School of Economics (LSE) - 2011
Mutl (2006), a dynamic spatial GMM estimator is proposed based on Kapoor, Kelejian and Prucha (2007) for the Spatial … performance of the GMM spatial estimator to that of spatial and non-spatial estimators and illustrate our approach with an …
Persistent link: https://www.econbiz.de/10011125930
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A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard - In: Empirical Economics 34 (2008) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10005759477