An efficient GMM estimator of spatial autoregressive models (Q737249)

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An efficient GMM estimator of spatial autoregressive models
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    Statements

    title
    An efficient GMM estimator of spatial autoregressive models (English)
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    author
    D. Kharzeev
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    publication date
    10 August 2016
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    zbMATH Keywords
    spatial autoregressive models
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    spatial correlated disturbances
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    GMM
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    QMLE
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    efficiency
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62M30
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    zbMATH DE Number
    6610514
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