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GMM estimation of a spatial au...
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Diebold, Francis X.
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Krämer, Walter
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Lesage, James P.
28
Sentana, Enrique
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Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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CESifo working papers
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Journal of productivity analysis
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American journal of agricultural economics
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66
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ECONIS (ZBW)
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1
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Kelejian, Harry H.
(
contributor
); …
-
2008
efficiency
. We then define instrumental variable (IV) estimators for the regression parameters of the model and give results …
Persistent link: https://www.econbiz.de/10003790570
Saved in:
2
A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani
;
Drukker, David M.
;
Kelejian, Harry H.
; …
-
2008
heteroskedastic with an unknown form. We formulate a multi-step
GMM
/IV type estimation procedure for the parameters of the model. We …
Persistent link: https://www.econbiz.de/10003792846
Saved in:
3
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10008661866
Saved in:
4
A spatial Cliff-Ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani
;
Drukker, David M.
;
Kelejian, Harry H.
; …
- In:
Journal of regional science
50
(
2010
)
2
,
pp. 592-614
Persistent link: https://www.econbiz.de/10003974238
Saved in:
5
Heteroskedasticity-robust semi-parametric
GMM
estimation of a spatial model with space-varying coefficients
Wei, Hongjie
;
Sun, Yan
- In:
Spatial economic analysis : the journal of the Regional …
12
(
2017
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011669077
Saved in:
6
Spatial autoregressive models with unknown heteroskedasticity : a comparison of Bayesian and robust
GMM
approach
Doğan, Osman
;
Taşpınar, Süleyman
- In:
Regional science & urban economics
45
(
2014
),
pp. 1-21
Persistent link: https://www.econbiz.de/10010474903
Saved in:
7
Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Regional science & urban economics
72
(
2018
),
pp. 35-57
Persistent link: https://www.econbiz.de/10012108383
Saved in:
8
GMM
estimation of spatial autoregressive models with unknown heteroskedasticity
Lin, Xu
;
Lee, Lung-fei
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 34-52
Persistent link: https://www.econbiz.de/10008661869
Saved in:
9
Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
Jin, Fei
;
Lee, Lung-fei
;
Yang, Kai
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 640-658
Persistent link: https://www.econbiz.de/10014562842
Saved in:
10
Efficient
GMM
estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 174-197
Persistent link: https://www.econbiz.de/10010433390
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