Instrumental Variables / Method of Moments Estimation 80
نویسنده
چکیده
The chapter discusses generalized method of moments (GMM) estimation methods for spatial models. Much of the discussion is on GMM estimation of Cliff-Ord-type models where spatial interactions are modeled in terms of spatial lags. The chapter also discusses recent developments on GMM estimation from data processes which are spatially α-mixing. I.R. Prucha Department of Economics, University of Maryland, College Park, MD, USA e-mail: [email protected] M.M. Fischer, P. Nijkamp (eds.), Handbook of Regional Science, DOI 10.1007/978-3-642-23430-9_90, # Springer-Verlag Berlin Heidelberg 2014 1597 Generalized Method of Moments Estimation of Spatial Models
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