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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; … - In: Regional science & urban economics 39 (2009) 6, pp. 670-678
Persistent link: https://www.econbiz.de/10003920809
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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...
Persistent link: https://www.econbiz.de/10003748246
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Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas; Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 188 (2015) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
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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
autocorrelation coefficient of the error term in a Cliff and Ord type model. The main finding is that a Wald-test based on GMM …
Persistent link: https://www.econbiz.de/10003202038
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A test for autocorrelation in dynamic panel data models
Jung, Hosung (contributor) - 2005
Persistent link: https://www.econbiz.de/10003080774
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GMM, GEL, serial correlation, and asymptotic bias
Anatolyev, Stanislav - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 983-1002
Persistent link: https://www.econbiz.de/10002876889
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Generalized moments estimation for spatial panel data
Druska, Viliam; Horrace, William C. - 2003
Persistent link: https://www.econbiz.de/10001748995
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Generalized moments estimation for spatial panel data : Indonesian rice farming
Druska, Viliam; Horrace, William C. - In: American journal of agricultural economics 86 (2004) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10001934934
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Covariance matrix estimation and the power of the overidentifying restrictions test
Hall, Alastair R. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 6, pp. 1517-1527
Persistent link: https://www.econbiz.de/10001527521
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Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon; Qian, Hailong; Schmidt, Peter - In: Economics letters 62 (1999) 3, pp. 265-270
Persistent link: https://www.econbiz.de/10001398680