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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

GM estimation of higher order spatial autoregressive processes in panel data error component models

Badinger, Harald (contributor); Egger, Peter (contributor) - 2008

Persistent link: https://www.econbiz.de/10003711864

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

GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbances

Badinger, Harald (contributor); Egger, Peter (contributor) - 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...