Semiparametric GMM estimation of spatial autoregressive models
نویسندگان
چکیده
منابع مشابه
Improved GMM estimation of the spatial autoregressive error model
We suggest an improved GMM estimator for the autoregressive parameter of a spatial autoregressive error model by taking into account that unobservable regression disturbances are different from observable regression residuals.
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2012
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2011.09.034