GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity (Q5860923): Difference between revisions

Latest revision as of 04:44, 28 July 2024

scientific article; zbMATH DE number 7484460

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English	GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity	scientific article; zbMATH DE number 7484460

Statements

instance of

scholarly article

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title

GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity (English)

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published in

Econometric Reviews

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publication date

4 March 2022

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zbMATH Keywords

simultaneous equations

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spatial autoregressive models

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quadratic moment conditions

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unknown heteroskedasticity

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07474938.2017.1308087

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cites work

Redundancy of moment conditions

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Q3732814

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Large Sample Properties of Generalized Method of Moments Estimators

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Estimation of simultaneous systems of spatially interrelated cross sectional equations.

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Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

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GMM and 2SLS estimation of mixed regressive, spatial autoregressive models

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GMM estimation of spatial autoregressive models with unknown heteroskedasticity

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Identification of Endogenous Social Effects: The Reflection Problem

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Q4124164

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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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Q4869532

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Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models

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Identifiers

zbMATH Open document ID

1490.62463

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DOI

10.1080/07474938.2017.1308087

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5860923

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+https://doi.org/10.1080/07474938.2017.1308087
+Normal rank
@@ Property / OpenAlex ID @@
+W2598054145
@@ Property / OpenAlex ID: W2598054145 / rank @@
+Normal rank
@@ Property / cites work @@
+Redundancy of moment conditions
@@ Property / cites work: Redundancy of moment conditions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3732814
@@ Property / cites work: Q3732814 / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Estimation of simultaneous systems of spatially interrelated cross sectional equations.
+Normal rank
@@ Property / cites work @@
+Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
+Normal rank
@@ Property / cites work @@
+GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
+Normal rank
@@ Property / cites work @@
+GMM estimation of spatial autoregressive models with unknown heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Identification of Endogenous Social Effects: The Reflection Problem
+Normal rank
@@ Property / cites work @@
+Q4124164
@@ Property / cites work: Q4124164 / rank @@
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Q4869532
@@ Property / cites work: Q4869532 / rank @@
+Normal rank
@@ Property / cites work @@
+Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
+Normal rank