GMM inference in the matrix exponential spatial specification

DOI10.1016/J.JECONOM.2026.106181MaRDI QIDQ7228857zbMATH OpenFDO

Authors Ye Yang, Wim P. M. Vijverberg

Publication date 14 April 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2026.106181

zbMATH Keywords

GMM inferencematrix exponential spatial specification (MESS)variance correction method

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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