Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances |
scientific article |
Statements
157
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1
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53-67
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July 2010
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1 August 2016
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Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (English)
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spatial dependence
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heteroskedasticity
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Cliff-Ord model
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two-stage least squares
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generalized moments estimation
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asymptotics
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