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An efficient GMM estimator of spatial autoregressive models

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Persistent link: https://www.econbiz.de/10008840476

Estimating and forecasting with a dynamic spatial panel data model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2011

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GMM estimation of spatial autoregressive models with moving average disturbances

Doğan, Osman; Taşpınar, Süleyman - In: Regional science & urban economics 43 (2013) 6, pp. 903-926

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Improved GMM estimation of random effects panel data models with spatially correlated error components

Arnold, Matthias; Wied, Dominik - In: Papers in regional science : the journal of the … 93 (2014) 1, pp. 77-99

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Heteroskedasticity Consistent Covariance Matrix Estimators for Spatial Autoregressive Models

Taspinar, Suleyman - 2018

In the presence of heteroskedasticity, conventional test statistics based on the ordinary least square estimator lead to incorrect inference results for the linear regression model. Given that heteroskedasticity is common in cross-sectional data, the test statistics based on various forms of...

Persistent link: https://www.econbiz.de/10012931988